higham/matrices-correlation-invalid

Collection of invalid correlation matrices

https://github.com/higham/matrices-correlation-invalid

Version 1.0.0.0 (43.2 MB)
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23 Feb 2023

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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 (2026). higham/matrices-correlation-invalid (https://github.com/higham/matrices-correlation-invalid), GitHub. Retrieved .

Categories

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General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
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Version Published Release Notes
1.0.0.0

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