A FORTRAN 77 program for generating sample correlation matrices

Gordon Rae

Research output: Contribution to journalArticlepeer-review

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.
Original languageEnglish
Pages (from-to)189-192
JournalEducational and Psychological Measurement
Volume57
Issue number1
Publication statusPublished (in print/issue) - Feb 1997

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