GenOrd (version 2.0.0)

Simulation of Discrete Random Variables with Given Correlation Matrix and Marginal Distributions via a Gaussian or Student's t Copula

Description

A Gaussian or Student's t 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

2,570

Version

2.0.0

License

GPL-3

Maintainer

Alessandro Barbiero

Last Published

September 22nd, 2025

Functions in GenOrd (2.0.0)

logL

Log-likelihood function for the t-copula-based model

GenOrd-package

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

logL_mle2

Log-likelihood function for the t-copula-based model

corrcheck

Checking correlations for feasibility

contord

Correlations of discretized variables

pmvt.alt

Probabilities for a multivariate t with non-integer degrees-of-freedom parameter

ordsample

Drawing a sample of discrete data

estcontord

Estimating based on a bivariate sample of the multivariate latent standard normal or Student's t distribution

ordcont

Computing the "intermediate" correlation matrix for the multivariate standard normal in order to achieve the "target" correlation matrix for the multivariate discrete variable

logLfull

Log-likelihood function for the t-copula-based model