A Computer Program to Generate Sample Correlation and Covariance Matrices
- 1 April 1975
- journal article
- research article
- Published by SAGE Publications in Educational and Psychological Measurement
- Vol. 35 (1) , 195-197
- https://doi.org/10.1177/001316447503500128
Abstract
Given a population-covariance matrix, this program can generate any number of sample-covariance (or correlation) matrices, based on any sample sizes. If no population matrix is input, the program generates random correlation matrices.Keywords
This publication has 5 references indexed in Scilit:
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- The Goodness of Fit of the Maximum-Likelihood Estimation Procedure in Factor AnalysisEducational and Psychological Measurement, 1974
- A Numerical Procedure to Generate a Sample Covariance MatrixJournal of the American Statistical Association, 1966
- Handbook of Mathematical FunctionsAmerican Journal of Physics, 1966
- A Note on the Generation of Random Normal DeviatesThe Annals of Mathematical Statistics, 1958