gmat 0.2.0

In this version the functionality of gmat has been significantly extended. In addition to the functionality already available for sampling covariance matrices, possibly with a zero pattern specified by an undirected graph, now the package also allows sampling correlation matrices with zero entries on their Cholesky factor, represented by an acyclic digraph.

Breaking changes

Arguments for port() and diagdom() have been refactored in order to unify the approaches for undirected graphs and the new functions for acyclic digraphs. This has had some consequences in terms of the behaviour of the two functions.

New features

The main addition in this version are functions for correlation matrix sampling, possibly with constraints on the upper Cholesky factorization, which correspond to an acyclic digraph representation. Some side utility functions are also provided.

Minor improvements