If exclusively using the partial orthogonalization method, cite as:

Córdoba I, Varando G, Bielza C, Larrañaga P (2018). “A partial orthogonalization method for simulating covariance and concentration graph matrices.” In Proceedings of Machine Learning Research (PGM 2018), volume 72, 61-72.

If using a reasonable amount of the package functionality, cite as:

Córdoba I, Varando G, Bielza C, Larrañaga P (2019). “Generating random correlation matrices.” arXiv.

When using Metropolis-Hastings functions, cite as:

Córdoba I, Varando G, Bielza C, Larrañaga P (2018). “A fast Metropolis-Hastings method for generating random correlation matrices.” In Lecture Notes in Computer Science (IDEAL 2018), volume 113114, 117-124.

Corresponding BibTeX entries:

  @InProceedings{,
    title = {A partial orthogonalization method for simulating
      covariance and concentration graph matrices},
    author = {Irene Córdoba and Gherardo Varando and Concha Bielza and
      Pedro Larrañaga},
    location = {Prague, Czech Republic},
    booktitle = {Proceedings of Machine Learning Research (PGM 2018)},
    year = {2018},
    volume = {72},
    pages = {61-72},
  }

  @Article{,
    title = {Generating random correlation matrices},
    author = {Irene Córdoba and Gherardo Varando and Concha Bielza and
      Pedro Larrañaga},
    journal = {arXiv},
    number = {1909.01062},
    year = {2019},
  }

  @InProceedings{,
    title = {A fast Metropolis-Hastings method for generating random
      correlation matrices},
    author = {Irene Córdoba and Gherardo Varando and Concha Bielza and
      Pedro Larrañaga},
    booktitle = {Lecture Notes in Computer Science (IDEAL 2018)},
    location = {Madrid, Spain},
    year = {2018},
    volume = {113114},
    pages = {117-124},
  }