A Computer Program to Generate Sample Correlation and Covariance Matrices

197519 citationsJournal Article

Authors

Richard G. Montanelli · University of Illinois Urbana-Champaign

Abstract

Given a population-covariance matrix, this program can generate any number of sample-covariance (or correlation) matrices, based on any sample sizes. If no population matrix is input, the program generates random correlation matrices.

Topics & Keywords

Gene Regulatory Network Analysis Bayesian Modeling and Causal Inference Cognitive Science and Mapping

UN Sustainable Development Goals

Reduced inequalities

Publication Details

Published in: Educational and Psychological Measurement

Volume 35, Issue 1, pp. 195-197

DOI: 10.1177/001316447503500128

Field-Weighted Citation Impact: 0.21