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higham/matrices-correlation-invalid

version 1.0.0.0 (42.1 MB) by Nick Higham
Collection of invalid correlation matrices

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Updated 24 Apr 2016

GitHub view license on GitHub

matrices-correlation-invalid is a collection of MATLAB functions that generate invalid correlation matrices. The matrices are taken from the literature and from applications.

Cite As

Nick Higham (2020). higham/matrices-correlation-invalid (https://github.com/higham/matrices-correlation-invalid), GitHub. Retrieved .

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Updates

1.0.0.0

Added graphic.

MATLAB Release Compatibility
Created with R2015b
Compatible with any release
Platform Compatibility
Windows macOS Linux
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