Please consider adding scipy.stats.random_complex_correlation to generate Hermitian matrices

[NeilGirdhar]

I need to generate a random covariance matrix for a multivariate complex normal distribution test. I used the scipy.stats.random_correlation function to generate the covariance in the real case. Would it be possible to generate random complex Hermitian matrices given a flag to this function?

[rkern]

I don't think it would be appropriate to repurpose that distribution for the complex Hermitian case. Feel free to add one specifically for that case, though.

[NeilGirdhar]

Great, I've edited the title. Unfortunately, I don't know how to implement this.