A Simple and Fast Algorithm for Generating Correlation Matrices with a Known Average Correlation Coefficient

IF 1.8 4区数学 Q1 STATISTICS & PROBABILITY

American Statistician Pub Date : 2024-05-02 DOI:10.1080/00031305.2024.2350449

Niels G. Waller

引用次数: 0

Abstract

This article describes a simple and fast algorithm for generating correlation matrices ( R) with a known average correlation. The algorithm should be useful for researchers desiring plausible R m...

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利用已知平均相关系数生成相关矩阵的简单快速算法

本文介绍了一种简单快速的算法，用于生成具有已知平均相关性的相关矩阵 ( R)。该算法对于希望获得可信的 R 矩阵的研究人员来说非常有用。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

American Statistician 数学-统计学与概率论

CiteScore

3.50

自引率

5.60%

发文量

审稿时长

>12 weeks

期刊介绍： Are you looking for general-interest articles about current national and international statistical problems and programs; interesting and fun articles of a general nature about statistics and its applications; or the teaching of statistics? Then you are looking for The American Statistician (TAS), published quarterly by the American Statistical Association. TAS contains timely articles organized into the following sections: Statistical Practice, General, Teacher''s Corner, History Corner, Interdisciplinary, Statistical Computing and Graphics, Reviews of Books and Teaching Materials, and Letters to the Editor.