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.

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",

journal = "Educational and Psychological Measurement",

Research output: Contribution to journal › Article

TY - JOUR

T1 - A FORTRAN 77 program for generating sample correlation matrices

AU - Rae, Gordon

PY - 1997/2

Y1 - 1997/2

N2 - 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.

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.