Metadata-Version: 1.1
Name: RandomCorrMat
Version: 0.1.20
Summary: Package containing multiple methods to simulate random correlation matrices
Home-page: https://github.com/tamaghnaroy/RandomCorrMat/
Author: Tamaghna Roy
Author-email: tamaghna@gmail.com
License: MIT
Description: Implements several schemes to generate random correlation matrices, including checks to validate a given matrix to be a proper correlation matrix. Algorithms for generating simple random matrix, random matrix with given eigenvalues, random perturbation of a given correlation matrix and the nearest correlation matrix to a given correlation matrix for fine tuned stress and noise are included in the current version. **Please check the project homepage for more details and usage examples**
Keywords: applied-mathematics correlation-matrices simulation correlation-matrix-simulation
Platform: UNKNOWN
Classifier: Development Status :: 4 - Beta
Classifier: Environment :: Console
Classifier: Intended Audience :: End Users/Desktop
Classifier: Intended Audience :: Developers
Classifier: Intended Audience :: Science/Research
Classifier: License :: OSI Approved :: MIT License
Classifier: Natural Language :: English
Classifier: Operating System :: OS Independent
Classifier: Programming Language :: Python
Classifier: Topic :: Scientific/Engineering
Classifier: Topic :: Scientific/Engineering :: Mathematics
