If exclusively using the partial orthogonalization method, cite as:
Córdoba I, Varando G, Bielza C, Larrañaga P (2018). “A partial orthogonalization method for simulating covariance and concentration graph matrices.” In Proceedings of Machine Learning Research (PGM 2018), volume 72, 61-72.
If using a reasonable amount of the package functionality, cite as:
Córdoba I, Varando G, Bielza C, Larrañaga P (2020). “On generating random correlation matrices.” International Journal of Approximate Reasoning, 125, 240-250.
When using Metropolis-Hastings functions, cite as:
Córdoba I, Varando G, Bielza C, Larrañaga P (2018). “A fast Metropolis-Hastings method for generating random correlation matrices.” In Lecture Notes in Computer Science (IDEAL 2018), volume 113114, 117-124.
Corresponding BibTeX entries:
@InProceedings{,
title = {A partial orthogonalization method for simulating
covariance and concentration graph matrices},
author = {Irene Córdoba and Gherardo Varando and Concha Bielza and
Pedro Larrañaga},
location = {Prague, Czech Republic},
booktitle = {Proceedings of Machine Learning Research (PGM 2018)},
year = {2018},
volume = {72},
pages = {61-72},
}
@Article{,
title = {On generating random correlation matrices},
author = {Irene Córdoba and Gherardo Varando and Concha Bielza and
Pedro Larrañaga},
journal = {International Journal of Approximate Reasoning},
volume = {125},
pages = {240-250},
year = {2020},
}
@InProceedings{,
title = {A fast Metropolis-Hastings method for generating random
correlation matrices},
author = {Irene Córdoba and Gherardo Varando and Concha Bielza and
Pedro Larrañaga},
booktitle = {Lecture Notes in Computer Science (IDEAL 2018)},
location = {Madrid, Spain},
year = {2018},
volume = {113114},
pages = {117-124},
}