action portfoliooptimizer_post_assets_correlation_matrix_random {
  label: "Random Correlation Matrix"
  description: "Generate an asset correlation matrix uniformly at random over the space of positive definite correlation matrices.\n\nReferences\n* [Joe, H., Generating random correlation matrices based on partial correlations. Journal of Multivariate Analysis, 2006, 97, 2177-2189](https://www.sciencedirect.com/science/article/pii/S0047259X05000886)\n"
  provider: portfoliooptimizer
  method: POST
  path: "/assets/correlation/matrix/random"
  encoding: json
  input: {
    type: "object"
    required: ["assets"]
    properties: {
      assets: {
        type: "integer"
        description: "The number of assets"
      }
    }
  }
  output: {
    type: "object"
    required: ["assetsCorrelationMatrix"]
    properties: {
      assetsCorrelationMatrix: {
        type: "array"
        description: "assetsCorrelationMatrix[i][j] is the correlation between the asset i and the asset j"
        items: {
          type: "array"
          items: {
            type: "number"
          }
        }
      }
    }
  }
}