# gmat

An R package for simulating correlation matrices possibly constrained by acyclic directed and undirected graphs.

## Installation

The package is available on `CRAN`

, to get the latest stable version use:

Alternatively, using the R package `devtools`

one may install the development version:

```
# install.packages("devtools")
devtools::install_github("irenecrsn/gmat")
```

The other R packages required for `gmat`

are `igraph`

and `gRbase`

, which can be installed from CRAN and Bioconductor.

## Overview

The package mostly implements methods described in the following papers:

- Córdoba I., Varando G., Bielza C., Larrañaga P.
**A fast Metropolis-Hastings method for generating random correlation matrices**. *Lecture Notes in Computer Science* (IDEAL 2018), vol 11314, pp. 117-124, 2018.
- Córdoba I., Varando G., Bielza C., Larrañaga P.
**A partial orthogonalization method for simulating covariance and concentration graph matrices**. *Proceedings of Machine Learning Research* (PGM 2018), vol 72, pp. 61-72, 2018.
- Córdoba I., Varando G., Bielza C., Larrañaga P.
**On generating random Gaussian graphical models**. *International Journal of Approximate Reasoning*, vol 125, pp. 240-250, 2020.

See examples of use and more at package’s manual.