Journal article

An efficient algorithm for sampling from sin(k) (x) for generating random correlation matrices

Enes Makalic, Daniel F Schmidt

Communications in Statistics - Simulation and Computation | TAYLOR & FRANCIS INC | Published : 2020

DOI: 10.1080/03610918.2019.1700277

Keywords

Mathematics
Correlation Matrix
Statistics & Probability
Inverse Transform Sampling
Rejection Sampling
Physical Sciences
Science & Technology