Configuration model for correlation matrices preserving the node strength.

@article{Masuda2018ConfigurationMF,
  title={Configuration model for correlation matrices preserving the node strength.},
  author={Naoki Masuda and Sadamori Kojaku and Yukie Sano},
  journal={Physical review. E},
  year={2018},
  volume={98 1-1},
  pages={
          012312
        }
}
Correlation matrices are a major type of multivariate data. To examine properties of a given correlation matrix, a common practice is to compare the same quantity between the original correlation matrix and reference correlation matrices, such as those derived from random matrix theory, that partially preserve properties of the original matrix. We propose a model to generate such reference correlation and covariance matrices for the given matrix. Correlation matrices are often analyzed as… 

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