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For statistical questions involving the Jacobian matrix (or determinant) of first partial derivatives. For purely mathematical questions about the Jacobian it is better to ask at math SE https://math.stackexchange.com/.

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What are some interesting parameterizations of $4 \times 4$ correlation matrices, and also p...

I am studying (mainly using Mathematica) some constrained integration problems in which the six-dimensional convex set of $4 \times 4$ correlation matrices plays a central role. In light of this, I wo …
Paul B. Slater's user avatar