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GenOrd (version 1.4.0)
Simulation of Discrete Random Variables with Given Correlation Matrix and Marginal Distributions
Description
A gaussian copula based procedure for generating samples from discrete random variables with prescribed correlation matrix and marginal distributions.
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Version
1.4.0
1.3.0
1.2.0
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Install
install.packages('GenOrd')
Monthly Downloads
316
Version
1.4.0
License
GPL
Maintainer
Alessandro Barbiero
Last Published
September 12th, 2015
Functions in GenOrd (1.4.0)
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ordcont
Computing the "intermediate" correlation matrix for the multivariate standard normal in order to achieve the "target" correlation matrix for the multivariate discrete variable
ordsample
Drawing a sample of discrete data
corrcheck
Checking correlations for feasibility
contord
Correlations of discretized variables
GenOrd-package
Simulation of Discrete Random Variables with Given Correlation Matrix and Marginal Distributions