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version (42.1 MB) by Nick Higham
Collection of invalid correlation matrices

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Updated 24 Apr 2016

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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 (2020). higham/matrices-correlation-invalid (, GitHub. Retrieved .

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MATLAB Release Compatibility
Created with R2015b
Compatible with any release
Platform Compatibility
Windows macOS Linux