A FORTRAN 77 program for generating sample correlation matrices

Gordon Rae

    Research output: Contribution to journalArticle

    2 Citations (Scopus)

    Abstract

    A FORTRAN 77 program for generating sample correlation matrices from a given population correlation matrix is described. Considerable savings in computing time are achieved by obtaining the random correlation matrices directly, rather than generating random scores from a multivariate normal distribution and computing the correlation coefficients in the usual manner.
    LanguageEnglish
    Pages189-192
    JournalEducational and Psychological Measurement
    Volume57
    Issue number1
    Publication statusPublished - Feb 1997

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    title = "A FORTRAN 77 program for generating sample correlation matrices",
    abstract = "A FORTRAN 77 program for generating sample correlation matrices from a given population correlation matrix is described. Considerable savings in computing time are achieved by obtaining the random correlation matrices directly, rather than generating random scores from a multivariate normal distribution and computing the correlation coefficients in the usual manner.",
    author = "Gordon Rae",
    year = "1997",
    month = "2",
    language = "English",
    volume = "57",
    pages = "189--192",
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    A FORTRAN 77 program for generating sample correlation matrices. / Rae, Gordon.

    In: Educational and Psychological Measurement, Vol. 57, No. 1, 02.1997, p. 189-192.

    Research output: Contribution to journalArticle

    TY - JOUR

    T1 - A FORTRAN 77 program for generating sample correlation matrices

    AU - Rae, Gordon

    PY - 1997/2

    Y1 - 1997/2

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    AB - A FORTRAN 77 program for generating sample correlation matrices from a given population correlation matrix is described. Considerable savings in computing time are achieved by obtaining the random correlation matrices directly, rather than generating random scores from a multivariate normal distribution and computing the correlation coefficients in the usual manner.

    M3 - Article

    VL - 57

    SP - 189

    EP - 192

    JO - Educational and Psychological Measurement

    T2 - Educational and Psychological Measurement

    JF - Educational and Psychological Measurement

    SN - 0013-1644

    IS - 1

    ER -