Random Correlation Matrices Python Packages

illmat

transform an ill-conditioned quadratic matrix to a positive semidefinite matrix

scipy-psdm

transform an ill-conditioned quadratic matrix to a positive semidefinite matrix

luriegold

transform an ill-conditioned quadratic matrix to a positive semidefinite matrix

kfactor

transform an ill-conditioned quadratic matrix to a positive semidefinite matrix

onepara

deprecated

randomcorrmat

Algorithms to simulate random correlation matrices