RandomCorrelationMatrices

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Results with Julia v1.2.0

Testing was successful. Last evaluation was ago and took 1 minute, 56 seconds.

Click here to download the log file.

 Resolving package versions...
 Installed RandomCorrelationMatrices ─ v1.0.0
 Installed DataAPI ─────────────────── v1.1.0
 Installed Missings ────────────────── v0.4.3
 Installed PDMats ──────────────────── v0.9.10
 Installed StatsFuns ───────────────── v0.9.0
 Installed URIParser ───────────────── v0.4.0
 Installed StatsBase ───────────────── v0.32.0
 Installed BinaryProvider ──────────── v0.5.8
 Installed Rmath ───────────────────── v0.5.1
 Installed Compat ──────────────────── v2.2.0
 Installed QuadGK ──────────────────── v2.1.1
 Installed DataStructures ──────────── v0.17.6
 Installed OrderedCollections ──────── v1.1.0
 Installed BinDeps ─────────────────── v0.8.10
 Installed SortingAlgorithms ───────── v0.3.1
 Installed SpecialFunctions ────────── v0.8.0
 Installed Distributions ───────────── v0.21.9
 Installed Arpack ──────────────────── v0.3.1
  Updating `~/.julia/environments/v1.2/Project.toml`
  [2547b907] + RandomCorrelationMatrices v1.0.0
  Updating `~/.julia/environments/v1.2/Manifest.toml`
  [7d9fca2a] + Arpack v0.3.1
  [9e28174c] + BinDeps v0.8.10
  [b99e7846] + BinaryProvider v0.5.8
  [34da2185] + Compat v2.2.0
  [9a962f9c] + DataAPI v1.1.0
  [864edb3b] + DataStructures v0.17.6
  [31c24e10] + Distributions v0.21.9
  [e1d29d7a] + Missings v0.4.3
  [bac558e1] + OrderedCollections v1.1.0
  [90014a1f] + PDMats v0.9.10
  [1fd47b50] + QuadGK v2.1.1
  [2547b907] + RandomCorrelationMatrices v1.0.0
  [79098fc4] + Rmath v0.5.1
  [a2af1166] + SortingAlgorithms v0.3.1
  [276daf66] + SpecialFunctions v0.8.0
  [2913bbd2] + StatsBase v0.32.0
  [4c63d2b9] + StatsFuns v0.9.0
  [30578b45] + URIParser v0.4.0
  [2a0f44e3] + Base64 
  [ade2ca70] + Dates 
  [8bb1440f] + DelimitedFiles 
  [8ba89e20] + Distributed 
  [b77e0a4c] + InteractiveUtils 
  [76f85450] + LibGit2 
  [8f399da3] + Libdl 
  [37e2e46d] + LinearAlgebra 
  [56ddb016] + Logging 
  [d6f4376e] + Markdown 
  [a63ad114] + Mmap 
  [44cfe95a] + Pkg 
  [de0858da] + Printf 
  [3fa0cd96] + REPL 
  [9a3f8284] + Random 
  [ea8e919c] + SHA 
  [9e88b42a] + Serialization 
  [1a1011a3] + SharedArrays 
  [6462fe0b] + Sockets 
  [2f01184e] + SparseArrays 
  [10745b16] + Statistics 
  [4607b0f0] + SuiteSparse 
  [8dfed614] + Test 
  [cf7118a7] + UUIDs 
  [4ec0a83e] + Unicode 
  Building Rmath ───────────→ `~/.julia/packages/Rmath/4wt82/deps/build.log`
  Building SpecialFunctions → `~/.julia/packages/SpecialFunctions/ne2iw/deps/build.log`
  Building Arpack ──────────→ `~/.julia/packages/Arpack/cu5By/deps/build.log`
   Testing RandomCorrelationMatrices
    Status `/tmp/jl_gfNSJx/Manifest.toml`
  [7d9fca2a] Arpack v0.3.1
  [9e28174c] BinDeps v0.8.10
  [b99e7846] BinaryProvider v0.5.8
  [34da2185] Compat v2.2.0
  [9a962f9c] DataAPI v1.1.0
  [864edb3b] DataStructures v0.17.6
  [31c24e10] Distributions v0.21.9
  [e1d29d7a] Missings v0.4.3
  [bac558e1] OrderedCollections v1.1.0
  [90014a1f] PDMats v0.9.10
  [1fd47b50] QuadGK v2.1.1
  [2547b907] RandomCorrelationMatrices v1.0.0
  [79098fc4] Rmath v0.5.1
  [a2af1166] SortingAlgorithms v0.3.1
  [276daf66] SpecialFunctions v0.8.0
  [2913bbd2] StatsBase v0.32.0
  [4c63d2b9] StatsFuns v0.9.0
  [30578b45] URIParser v0.4.0
  [2a0f44e3] Base64  [`@stdlib/Base64`]
  [ade2ca70] Dates  [`@stdlib/Dates`]
  [8bb1440f] DelimitedFiles  [`@stdlib/DelimitedFiles`]
  [8ba89e20] Distributed  [`@stdlib/Distributed`]
  [b77e0a4c] InteractiveUtils  [`@stdlib/InteractiveUtils`]
  [76f85450] LibGit2  [`@stdlib/LibGit2`]
  [8f399da3] Libdl  [`@stdlib/Libdl`]
  [37e2e46d] LinearAlgebra  [`@stdlib/LinearAlgebra`]
  [56ddb016] Logging  [`@stdlib/Logging`]
  [d6f4376e] Markdown  [`@stdlib/Markdown`]
  [a63ad114] Mmap  [`@stdlib/Mmap`]
  [44cfe95a] Pkg  [`@stdlib/Pkg`]
  [de0858da] Printf  [`@stdlib/Printf`]
  [3fa0cd96] REPL  [`@stdlib/REPL`]
  [9a3f8284] Random  [`@stdlib/Random`]
  [ea8e919c] SHA  [`@stdlib/SHA`]
  [9e88b42a] Serialization  [`@stdlib/Serialization`]
  [1a1011a3] SharedArrays  [`@stdlib/SharedArrays`]
  [6462fe0b] Sockets  [`@stdlib/Sockets`]
  [2f01184e] SparseArrays  [`@stdlib/SparseArrays`]
  [10745b16] Statistics  [`@stdlib/Statistics`]
  [4607b0f0] SuiteSparse  [`@stdlib/SuiteSparse`]
  [8dfed614] Test  [`@stdlib/Test`]
  [cf7118a7] UUIDs  [`@stdlib/UUIDs`]
  [4ec0a83e] Unicode  [`@stdlib/Unicode`]
Random correlation matrix
η = 2
 1.00  0.08  0.40 -0.18 
 0.08  1.00  0.20 -0.51 
 0.40  0.20  1.00 -0.61 
-0.18 -0.51 -0.61  1.00 
mean(ranges) = 0.9608708667542948
median(ranges) = 0.9633774273337099
η = 8
 1.00 -0.11  0.11  0.15 
-0.11  1.00 -0.04  0.00 
 0.11 -0.04  1.00 -0.00 
 0.15  0.00 -0.00  1.00 
mean(ranges) = 0.5850483911490421
median(ranges) = 0.5714837520395571
η = 32
 1.00  0.02 -0.11 -0.16 
 0.02  1.00  0.21  0.16 
-0.11  0.21  1.00  0.00 
-0.16  0.16  0.00  1.00 
mean(ranges) = 0.30706584802675774
median(ranges) = 0.30496066214037537
η = 128
 1.00  0.02  0.03 -0.08 
 0.02  1.00  0.08 -0.09 
 0.03  0.08  1.00 -0.01 
-0.08 -0.09 -0.01  1.00 
mean(ranges) = 0.15730721638998282
median(ranges) = 0.15089780087106036
σ = [100, 200, 300, 400, 500]
round.(stddevs, digits=1) = [100.1; 200.8; 300.1; 399.5; 500.4]
Test Summary:            | Pass  Total
Random covariance matrix |    2      2
   Testing RandomCorrelationMatrices tests passed 

Results with Julia v1.3.0

Testing was successful. Last evaluation was ago and took 1 minute, 43 seconds.

Click here to download the log file.

 Resolving package versions...
 Installed RandomCorrelationMatrices ─ v1.0.0
 Installed URIParser ───────────────── v0.4.0
 Installed SortingAlgorithms ───────── v0.3.1
 Installed Compat ──────────────────── v2.2.0
 Installed Arpack ──────────────────── v0.3.1
 Installed QuadGK ──────────────────── v2.1.1
 Installed DataStructures ──────────── v0.17.6
 Installed BinaryProvider ──────────── v0.5.8
 Installed Missings ────────────────── v0.4.3
 Installed StatsFuns ───────────────── v0.9.0
 Installed BinDeps ─────────────────── v0.8.10
 Installed DataAPI ─────────────────── v1.1.0
 Installed Distributions ───────────── v0.21.9
 Installed Rmath ───────────────────── v0.5.1
 Installed OrderedCollections ──────── v1.1.0
 Installed SpecialFunctions ────────── v0.8.0
 Installed PDMats ──────────────────── v0.9.10
 Installed StatsBase ───────────────── v0.32.0
  Updating `~/.julia/environments/v1.3/Project.toml`
  [2547b907] + RandomCorrelationMatrices v1.0.0
  Updating `~/.julia/environments/v1.3/Manifest.toml`
  [7d9fca2a] + Arpack v0.3.1
  [9e28174c] + BinDeps v0.8.10
  [b99e7846] + BinaryProvider v0.5.8
  [34da2185] + Compat v2.2.0
  [9a962f9c] + DataAPI v1.1.0
  [864edb3b] + DataStructures v0.17.6
  [31c24e10] + Distributions v0.21.9
  [e1d29d7a] + Missings v0.4.3
  [bac558e1] + OrderedCollections v1.1.0
  [90014a1f] + PDMats v0.9.10
  [1fd47b50] + QuadGK v2.1.1
  [2547b907] + RandomCorrelationMatrices v1.0.0
  [79098fc4] + Rmath v0.5.1
  [a2af1166] + SortingAlgorithms v0.3.1
  [276daf66] + SpecialFunctions v0.8.0
  [2913bbd2] + StatsBase v0.32.0
  [4c63d2b9] + StatsFuns v0.9.0
  [30578b45] + URIParser v0.4.0
  [2a0f44e3] + Base64 
  [ade2ca70] + Dates 
  [8bb1440f] + DelimitedFiles 
  [8ba89e20] + Distributed 
  [b77e0a4c] + InteractiveUtils 
  [76f85450] + LibGit2 
  [8f399da3] + Libdl 
  [37e2e46d] + LinearAlgebra 
  [56ddb016] + Logging 
  [d6f4376e] + Markdown 
  [a63ad114] + Mmap 
  [44cfe95a] + Pkg 
  [de0858da] + Printf 
  [3fa0cd96] + REPL 
  [9a3f8284] + Random 
  [ea8e919c] + SHA 
  [9e88b42a] + Serialization 
  [1a1011a3] + SharedArrays 
  [6462fe0b] + Sockets 
  [2f01184e] + SparseArrays 
  [10745b16] + Statistics 
  [4607b0f0] + SuiteSparse 
  [8dfed614] + Test 
  [cf7118a7] + UUIDs 
  [4ec0a83e] + Unicode 
  Building Arpack ──────────→ `~/.julia/packages/Arpack/cu5By/deps/build.log`
  Building Rmath ───────────→ `~/.julia/packages/Rmath/4wt82/deps/build.log`
  Building SpecialFunctions → `~/.julia/packages/SpecialFunctions/ne2iw/deps/build.log`
   Testing RandomCorrelationMatrices
    Status `/tmp/jl_5RCNiY/Manifest.toml`
  [7d9fca2a] Arpack v0.3.1
  [9e28174c] BinDeps v0.8.10
  [b99e7846] BinaryProvider v0.5.8
  [34da2185] Compat v2.2.0
  [9a962f9c] DataAPI v1.1.0
  [864edb3b] DataStructures v0.17.6
  [31c24e10] Distributions v0.21.9
  [e1d29d7a] Missings v0.4.3
  [bac558e1] OrderedCollections v1.1.0
  [90014a1f] PDMats v0.9.10
  [1fd47b50] QuadGK v2.1.1
  [2547b907] RandomCorrelationMatrices v1.0.0
  [79098fc4] Rmath v0.5.1
  [a2af1166] SortingAlgorithms v0.3.1
  [276daf66] SpecialFunctions v0.8.0
  [2913bbd2] StatsBase v0.32.0
  [4c63d2b9] StatsFuns v0.9.0
  [30578b45] URIParser v0.4.0
  [2a0f44e3] Base64  [`@stdlib/Base64`]
  [ade2ca70] Dates  [`@stdlib/Dates`]
  [8bb1440f] DelimitedFiles  [`@stdlib/DelimitedFiles`]
  [8ba89e20] Distributed  [`@stdlib/Distributed`]
  [b77e0a4c] InteractiveUtils  [`@stdlib/InteractiveUtils`]
  [76f85450] LibGit2  [`@stdlib/LibGit2`]
  [8f399da3] Libdl  [`@stdlib/Libdl`]
  [37e2e46d] LinearAlgebra  [`@stdlib/LinearAlgebra`]
  [56ddb016] Logging  [`@stdlib/Logging`]
  [d6f4376e] Markdown  [`@stdlib/Markdown`]
  [a63ad114] Mmap  [`@stdlib/Mmap`]
  [44cfe95a] Pkg  [`@stdlib/Pkg`]
  [de0858da] Printf  [`@stdlib/Printf`]
  [3fa0cd96] REPL  [`@stdlib/REPL`]
  [9a3f8284] Random  [`@stdlib/Random`]
  [ea8e919c] SHA  [`@stdlib/SHA`]
  [9e88b42a] Serialization  [`@stdlib/Serialization`]
  [1a1011a3] SharedArrays  [`@stdlib/SharedArrays`]
  [6462fe0b] Sockets  [`@stdlib/Sockets`]
  [2f01184e] SparseArrays  [`@stdlib/SparseArrays`]
  [10745b16] Statistics  [`@stdlib/Statistics`]
  [4607b0f0] SuiteSparse  [`@stdlib/SuiteSparse`]
  [8dfed614] Test  [`@stdlib/Test`]
  [cf7118a7] UUIDs  [`@stdlib/UUIDs`]
  [4ec0a83e] Unicode  [`@stdlib/Unicode`]
Random correlation matrix
η = 2
 1.00  0.08  0.40 -0.18 
 0.08  1.00  0.20 -0.51 
 0.40  0.20  1.00 -0.61 
-0.18 -0.51 -0.61  1.00 
mean(ranges) = 0.9608708667542948
median(ranges) = 0.9633774273337099
η = 8
 1.00 -0.11  0.11  0.15 
-0.11  1.00 -0.04  0.00 
 0.11 -0.04  1.00 -0.00 
 0.15  0.00 -0.00  1.00 
mean(ranges) = 0.5850483911490421
median(ranges) = 0.5714837520395571
η = 32
 1.00  0.02 -0.11 -0.16 
 0.02  1.00  0.21  0.16 
-0.11  0.21  1.00  0.00 
-0.16  0.16  0.00  1.00 
mean(ranges) = 0.30706584802675774
median(ranges) = 0.30496066214037537
η = 128
 1.00  0.02  0.03 -0.08 
 0.02  1.00  0.08 -0.09 
 0.03  0.08  1.00 -0.01 
-0.08 -0.09 -0.01  1.00 
mean(ranges) = 0.15730721638998282
median(ranges) = 0.15089780087106036
σ = [100, 200, 300, 400, 500]
round.(stddevs, digits=1) = [100.1; 200.8; 300.1; 399.5; 500.4]
Test Summary:            | Pass  Total
Random covariance matrix |    2      2
   Testing RandomCorrelationMatrices tests passed 

Results with Julia v1.3.1-pre-7704df0a5a

Testing was successful. Last evaluation was ago and took 1 minute, 42 seconds.

Click here to download the log file.

 Resolving package versions...
 Installed RandomCorrelationMatrices ─ v1.0.0
 Installed Compat ──────────────────── v2.2.0
 Installed BinDeps ─────────────────── v0.8.10
 Installed QuadGK ──────────────────── v2.1.1
 Installed Arpack ──────────────────── v0.3.1
 Installed SpecialFunctions ────────── v0.8.0
 Installed DataStructures ──────────── v0.17.6
 Installed StatsBase ───────────────── v0.32.0
 Installed URIParser ───────────────── v0.4.0
 Installed BinaryProvider ──────────── v0.5.8
 Installed Missings ────────────────── v0.4.3
 Installed DataAPI ─────────────────── v1.1.0
 Installed Rmath ───────────────────── v0.5.1
 Installed StatsFuns ───────────────── v0.9.0
 Installed PDMats ──────────────────── v0.9.10
 Installed Distributions ───────────── v0.21.9
 Installed OrderedCollections ──────── v1.1.0
 Installed SortingAlgorithms ───────── v0.3.1
  Updating `~/.julia/environments/v1.3/Project.toml`
  [2547b907] + RandomCorrelationMatrices v1.0.0
  Updating `~/.julia/environments/v1.3/Manifest.toml`
  [7d9fca2a] + Arpack v0.3.1
  [9e28174c] + BinDeps v0.8.10
  [b99e7846] + BinaryProvider v0.5.8
  [34da2185] + Compat v2.2.0
  [9a962f9c] + DataAPI v1.1.0
  [864edb3b] + DataStructures v0.17.6
  [31c24e10] + Distributions v0.21.9
  [e1d29d7a] + Missings v0.4.3
  [bac558e1] + OrderedCollections v1.1.0
  [90014a1f] + PDMats v0.9.10
  [1fd47b50] + QuadGK v2.1.1
  [2547b907] + RandomCorrelationMatrices v1.0.0
  [79098fc4] + Rmath v0.5.1
  [a2af1166] + SortingAlgorithms v0.3.1
  [276daf66] + SpecialFunctions v0.8.0
  [2913bbd2] + StatsBase v0.32.0
  [4c63d2b9] + StatsFuns v0.9.0
  [30578b45] + URIParser v0.4.0
  [2a0f44e3] + Base64 
  [ade2ca70] + Dates 
  [8bb1440f] + DelimitedFiles 
  [8ba89e20] + Distributed 
  [b77e0a4c] + InteractiveUtils 
  [76f85450] + LibGit2 
  [8f399da3] + Libdl 
  [37e2e46d] + LinearAlgebra 
  [56ddb016] + Logging 
  [d6f4376e] + Markdown 
  [a63ad114] + Mmap 
  [44cfe95a] + Pkg 
  [de0858da] + Printf 
  [3fa0cd96] + REPL 
  [9a3f8284] + Random 
  [ea8e919c] + SHA 
  [9e88b42a] + Serialization 
  [1a1011a3] + SharedArrays 
  [6462fe0b] + Sockets 
  [2f01184e] + SparseArrays 
  [10745b16] + Statistics 
  [4607b0f0] + SuiteSparse 
  [8dfed614] + Test 
  [cf7118a7] + UUIDs 
  [4ec0a83e] + Unicode 
  Building SpecialFunctions → `~/.julia/packages/SpecialFunctions/ne2iw/deps/build.log`
  Building Arpack ──────────→ `~/.julia/packages/Arpack/cu5By/deps/build.log`
  Building Rmath ───────────→ `~/.julia/packages/Rmath/4wt82/deps/build.log`
   Testing RandomCorrelationMatrices
    Status `/tmp/jl_355Pmt/Manifest.toml`
  [7d9fca2a] Arpack v0.3.1
  [9e28174c] BinDeps v0.8.10
  [b99e7846] BinaryProvider v0.5.8
  [34da2185] Compat v2.2.0
  [9a962f9c] DataAPI v1.1.0
  [864edb3b] DataStructures v0.17.6
  [31c24e10] Distributions v0.21.9
  [e1d29d7a] Missings v0.4.3
  [bac558e1] OrderedCollections v1.1.0
  [90014a1f] PDMats v0.9.10
  [1fd47b50] QuadGK v2.1.1
  [2547b907] RandomCorrelationMatrices v1.0.0
  [79098fc4] Rmath v0.5.1
  [a2af1166] SortingAlgorithms v0.3.1
  [276daf66] SpecialFunctions v0.8.0
  [2913bbd2] StatsBase v0.32.0
  [4c63d2b9] StatsFuns v0.9.0
  [30578b45] URIParser v0.4.0
  [2a0f44e3] Base64  [`@stdlib/Base64`]
  [ade2ca70] Dates  [`@stdlib/Dates`]
  [8bb1440f] DelimitedFiles  [`@stdlib/DelimitedFiles`]
  [8ba89e20] Distributed  [`@stdlib/Distributed`]
  [b77e0a4c] InteractiveUtils  [`@stdlib/InteractiveUtils`]
  [76f85450] LibGit2  [`@stdlib/LibGit2`]
  [8f399da3] Libdl  [`@stdlib/Libdl`]
  [37e2e46d] LinearAlgebra  [`@stdlib/LinearAlgebra`]
  [56ddb016] Logging  [`@stdlib/Logging`]
  [d6f4376e] Markdown  [`@stdlib/Markdown`]
  [a63ad114] Mmap  [`@stdlib/Mmap`]
  [44cfe95a] Pkg  [`@stdlib/Pkg`]
  [de0858da] Printf  [`@stdlib/Printf`]
  [3fa0cd96] REPL  [`@stdlib/REPL`]
  [9a3f8284] Random  [`@stdlib/Random`]
  [ea8e919c] SHA  [`@stdlib/SHA`]
  [9e88b42a] Serialization  [`@stdlib/Serialization`]
  [1a1011a3] SharedArrays  [`@stdlib/SharedArrays`]
  [6462fe0b] Sockets  [`@stdlib/Sockets`]
  [2f01184e] SparseArrays  [`@stdlib/SparseArrays`]
  [10745b16] Statistics  [`@stdlib/Statistics`]
  [4607b0f0] SuiteSparse  [`@stdlib/SuiteSparse`]
  [8dfed614] Test  [`@stdlib/Test`]
  [cf7118a7] UUIDs  [`@stdlib/UUIDs`]
  [4ec0a83e] Unicode  [`@stdlib/Unicode`]
Random correlation matrix
η = 2
 1.00  0.08  0.40 -0.18 
 0.08  1.00  0.20 -0.51 
 0.40  0.20  1.00 -0.61 
-0.18 -0.51 -0.61  1.00 
mean(ranges) = 0.9608708667542948
median(ranges) = 0.9633774273337099
η = 8
 1.00 -0.11  0.11  0.15 
-0.11  1.00 -0.04  0.00 
 0.11 -0.04  1.00 -0.00 
 0.15  0.00 -0.00  1.00 
mean(ranges) = 0.5850483911490421
median(ranges) = 0.5714837520395571
η = 32
 1.00  0.02 -0.11 -0.16 
 0.02  1.00  0.21  0.16 
-0.11  0.21  1.00  0.00 
-0.16  0.16  0.00  1.00 
mean(ranges) = 0.30706584802675774
median(ranges) = 0.30496066214037537
η = 128
 1.00  0.02  0.03 -0.08 
 0.02  1.00  0.08 -0.09 
 0.03  0.08  1.00 -0.01 
-0.08 -0.09 -0.01  1.00 
mean(ranges) = 0.15730721638998282
median(ranges) = 0.15089780087106036
σ = [100, 200, 300, 400, 500]
round.(stddevs, digits=1) = [100.1; 200.8; 300.1; 399.5; 500.4]
Test Summary:            | Pass  Total
Random covariance matrix |    2      2
   Testing RandomCorrelationMatrices tests passed