gen_rho

Generate random number of binormal distribution with 0 mean unit variance and 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_rho function

<dl><dt>n</dt>
<dd>sample size.</dd>
<dt>rho</dt>
<dd>correlation coefficient.</dd></dl>

Arguments

Generate Specific Binormal Distribution — gen_rho

<dl>

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


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

</dl>

gen_rho: Generate Specific Binormal Distribution

Description

Usage

Value

Arguments

See Also

Examples