gen_polyseries

Generate polyseries sample with hidden distribution: binormal with correlation coefficient rho.

The IRLS (Iteratively Reweighted Least Squares) and GMM (Generalized Method of Moments) methods are applied to estimate mixed correlation coefficient matrix (Pearson, Polyseries, Polychoric), which can be estimated in pairs or simultaneously. For more information see Peng Zhang and Ben Liu (2024) <doi:10.1080/10618600.2023.2257251>; Ben Liu and Peng Zhang (2024) <doi:10.48550/arXiv.2404.06781>.

Ben Liu

MCCM

Mixed Correlation Coefficient Matrix

Peng Zhang

Xiaowei Lou

gen_polyseries function

<dl><dt>n</dt>
<dd>sample size.</dd>
<dt>rho</dt>
<dd>correlation coefficient.</dd>
<dt>a</dt>
<dd>the cutoff points array.</dd></dl>

Arguments

Generate Polyseries Sample — gen_polyseries

<dl>

<dt>n</dt>
<dd>sample size.</dd>


<dt>rho</dt>
<dd>correlation coefficient.</dd>


<dt>a</dt>
<dd>the cutoff points array.</dd>

</dl>

gen_polyseries: Generate Polyseries Sample

Description

Usage

Value

Arguments

See Also

Examples