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graphicalExtremes
generate_random_spd_matrix
generate_random_spd_matrix function
Generate a random symmetric positive definite matrix
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graphicalExtremes package
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Maintainer: Sebastian Engelke
License: GPL-3
Last published: 2024-11-14
Useful links
https://github.com/sebastian-engelke/graphicalExtremes/issues
https://github.com/sebastian-engelke/graphicalExtremes