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DOC: stats: Extend documentation of random_correlation matrix #22711

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merged 2 commits into from
Mar 28, 2025
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DOC: stats: Extend documentation of random_correlation matrix #22711

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703896d
Update _multivariate.py
vrossum Mar 18, 2025
6fab460
Update scipy/stats/_multivariate.py
j-bowhay Mar 28, 2025
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4 changes: 3 additions & 1 deletion scipy/stats/_multivariate.py
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Expand Up @@ -3858,6 +3858,7 @@ class random_correlation_gen(multi_rv_generic):
r"""A random correlation matrix.

Return a random correlation matrix, given a vector of eigenvalues.
The returned matrix is symmetric positive semidefinite with unit diagonal.

The `eigs` keyword specifies the eigenvalues of the correlation matrix,
and implies the dimension.
Expand All @@ -3870,7 +3871,8 @@ class random_correlation_gen(multi_rv_generic):
Parameters
----------
eigs : 1d ndarray
Eigenvalues of correlation matrix
Eigenvalues of correlation matrix. All eigenvalues need to be non-negative and
need to sum to the number of eigenvalues.
seed : {None, int, `numpy.random.Generator`, `numpy.random.RandomState`}, optional
If `seed` is None (or `np.random`), the `numpy.random.RandomState`
singleton is used.
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