randcorr

This function implements the algorithm by Pourahmadi and Wang for generating a random p x p correlation matrix.

Version 1.1.1 (2.04 KB)
232 Downloads
(1)
21 Jan 2020
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    Requires R2026b and later. Learn more
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  • Install in MATLAB

    Requires R2026b and later. Learn more

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Cite As

Statovic (2026). randcorr (https://au.mathworks.com/matlabcentral/fileexchange/68810-randcorr), MATLAB Central File Exchange. Retrieved .

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Find more on Genomics and Next Generation Sequencing in Help Center and MATLAB Answers

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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
1.1.1

-added code to ensure that all diagonal entries are set to 1
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  • Install in MATLAB

    Requires R2026b and later. Learn more
1.1.0

-Code is now vectorised and is approximately 10x faster than the previous (non-vectorised) version.
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1.0.0

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