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
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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。
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来源期刊
American Statistician
American Statistician 数学-统计学与概率论
CiteScore
3.50
自引率
5.60%
发文量
64
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.
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