GenOrd v1.4.0

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Simulation of Discrete Random Variables with Given Correlation Matrix and Marginal Distributions

A gaussian copula based procedure for generating samples from discrete random variables with prescribed correlation matrix and marginal distributions.

Functions in GenOrd

Name Description
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
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Details

Type Package
Date 2015-09-11
License GPL
LazyLoad yes
Packaged 2015-09-12 10:06:14 UTC; Barbiero
NeedsCompilation no
Repository CRAN
Date/Publication 2015-09-12 17:19:55

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