higham/matrices-correlation-invalid

Version 1.0.0.0 (43.2 MB) by Nick Higham
Collection of invalid correlation matrices
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Updated 23 Feb 2023
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matrices-correlation-invalid is a collection of MATLAB functions that generate invalid correlation matrices. The matrices are taken from the literature and from applications.

Cite As

Nick Higham (2026). higham/matrices-correlation-invalid (https://github.com/higham/matrices-correlation-invalid), GitHub. Retrieved .

MATLAB Release Compatibility
Created with R2015b
Compatible with any release
Platform Compatibility
Windows macOS Linux
Categories
Find more on Linear Algebra in Help Center and MATLAB Answers
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Version Published Release Notes
1.0.0.0

Added graphic.

To view or report issues in this GitHub add-on, visit the GitHub Repository.
To view or report issues in this GitHub add-on, visit the GitHub Repository.