query: Transform random numbers into a valid covariance matrix
positive_passages.docid: 17635
positive_passages.text: How to create an arbitrary covariance matrix
negative_passages.docid: 124712
negative_passages.text: Moment generating function for multivariate normal
negative_passages.docid: 36144
negative_passages.text: Deriving the conditional distributions of a multivariate normal distribution
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negative_passages.text: Converting (normalizing) very small likelihood values to probability
negative_passages.docid: 123622
negative_passages.text: Generate correlated random numbers from binomial distributions
negative_passages.docid: 123573
negative_passages.text: Is a sample covariance matrix always symmetric and positive definite?
negative_passages.docid: 117702
negative_passages.text: How to simulate random correlation matrix containing off diagonal structures
negative_passages.docid: 39225
negative_passages.text: Generating values from a multivariate Gaussian distribution
negative_passages.docid: 158716
negative_passages.text: Cholesky versus eigendecomposition for drawing samples from a multivariate normal distribution
negative_passages.docid: 19244
negative_passages.text: Covariance of a random vector after a linear transformation
negative_passages.docid: 4244
negative_passages.text: How to compute PCA scores from eigendecomposition of the covariance matrix?
negative_passages.docid: 129598
negative_passages.text: Linear transformation of random variables
negative_passages.docid: 6293
negative_passages.text: Is there a way to use the covariance matrix to find coefficients for multiple regression?
negative_passages.docid: 37653
negative_passages.text: Singular covariance matrix in Mahalanobis distance in Matlab
negative_passages.docid: 92434
negative_passages.text: Hat matrix and leverages in classical multiple regression
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negative_passages.text: Box Cox Transforms for regression
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negative_passages.text: Countable Matrix Representation