Metadata-Version: 2.1
Name: randomcov
Version: 0.0.3
Summary: Random covariance generation
Home-page: https://github.com/microprediction/randomcov
Author: microprediction
Author-email: peter.cotton@microprediction.com
License: MIT
Classifier: License :: OSI Approved :: MIT License
Classifier: Programming Language :: Python :: 3
Classifier: Programming Language :: Python :: 3.8
Classifier: Programming Language :: Python :: 3.9
Classifier: Programming Language :: Python :: 3.10
Classifier: Programming Language :: Python :: 3.11
Classifier: Programming Language :: Python :: 3.12
Description-Content-Type: text/markdown
License-File: LICENSE
Requires-Dist: numpy
Requires-Dist: scikit-learn
Requires-Dist: scipy

# randomcov
Generating random covariance and correlation matrices


### Install 

    pip install randomcov 

### Example

    from randomcov import cov_generator
    cov = cov_generator(n=50, corr_method='residuals', var_method='lognormal')
