Reference : Lewandowski D, Kurowicka D and Joe H (2009).
Generating random correlation matrices based on vines and extended
 onion method. J. Multivariate Analysis, v 100, pp 1989-2001.

GenerateCorMatrixOnion.matlab : Onion method, uniform over correlation matrices
  original matlab code, rename to .m extension to run in Matlab
GenerateCorMatrixOnion.m : version with small change to work in Octave 2.9.9
GenerateCorMatrixOnionEta.m : Onion method, density propto [det(R)]^{eta-1}
GenerateCorMatrixVine.m     : C-vine method, uniform over correlation matrices
GenerateCorMatrixVineEta.m  :  C-vine method, density propto [det(R)]^{eta-1}

run1.m : test program for eta=1 with timings
run2.m : test program for different eta
simonion.m    : simulate using GenerateCorMatrixOnion.m
simonionEta.m : simulate using GenerateCorMatrixOnionEta.m
simvine.m     : simulate using GenerateCorMatrixVine.m
simvineEta.m  : simulate using GenerateCorMatrixVineEta.m

