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

The package is available on `CRAN`

, to get the latest
stable version use:

`install.packages("gmat")`

Alternatively, using the R package `devtools`

one may
install the development version:

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

The other R packages required for `gmat`

are
`igraph`

and `gRbase`

, which can be installed from
CRAN and Bioconductor.

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.