CM-generator : an approach for generating customized correlation matrices.

Registro completo de metadados
MetadadosDescriçãoIdioma
Autor(es): dc.creatorDuarte, Anderson Ribeiro-
Autor(es): dc.creatorMartins, Helgem de Souza Ribeiro-
Autor(es): dc.creatorOliveira, Fernando Luiz Pereira de-
Data de aceite: dc.date.accessioned2025-08-21T15:19:57Z-
Data de disponibilização: dc.date.available2025-08-21T15:19:57Z-
Data de envio: dc.date.issued2025-01-14-
Data de envio: dc.date.issued2025-01-14-
Data de envio: dc.date.issued2022-
Fonte completa do material: dc.identifierhttps://www.repositorio.ufop.br/handle/123456789/19537-
Fonte completa do material: dc.identifierhttps://www.tandfonline.com/doi/pdf/10.1080/03610918.2023.2258302-
Fonte: dc.identifier.urihttp://educapes.capes.gov.br/handle/capes/1010770-
Descrição: dc.descriptionThe simulation of random correlation matrices is an essential procedure in different research areas. This study presents a method called Custom Matrix generator, which generates valid correlation matrices. Furthermore, we offer the possibility of generating matrices whose correlations are always contained in a pre-fixed interval. The method can also provide suboptimal solutions to the problem of generating correlation matrices with more advanced levels of customization. Custom correlation matrices are very useful for different applications in different studies. Moreover, the method is efficient regarding computational time and minimizes errors in generating customized correlation matrices.-
Formato: dc.formatapplication/pdf-
Idioma: dc.languageen-
Direitos: dc.rightsrestrito-
Palavras-chave: dc.subjectCustom correlation matrices-
Palavras-chave: dc.subjectGaussian distribution-
Palavras-chave: dc.subjectRandom correlation matrices-
Palavras-chave: dc.subjectSimulation-
Título: dc.titleCM-generator : an approach for generating customized correlation matrices.-
Aparece nas coleções:Repositório Institucional - UFOP

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