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

Install

install.packages('GenOrd')

Monthly Downloads

702

Version

1.4.0

License

GPL

Maintainer

Alessandro Barbiero

Last Published

September 12th, 2015

Functions in GenOrd (1.4.0)

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