rmvbinary_EP: Simulating correlated binary variables using the algorithm
by Emrich and Piedmonte (1991)
Description
Generation of random sample of binary correlated variables
Usage
rmvbinary_EP(n, R, p)
Value
Sample (n x p)-matrix with representing a random sample of size n from the specified multivariate binary distribution.
Arguments
n
Sample size
R
Correlation matrix
p
Vector of marginal probabilities
Author
Jochen Kruppa, Klaus Jung
Details
The function implements the algorithm proposed by Emrich and
Piedmonte (1991) to generate a random sample of d (=length(p))
correlated binary variables. The sample is generated based on
given marginal probabilities p of the d variables and their
correlation matrix R. The algorithm generates first determines an
appropriate correlation matrix R' for the multivariate normal
distribution. Next, a sample is drawn from N_d(0, R') and each
variable is finnaly dichotomized with respect to p.
References
Emrich, L.J., Piedmonte, M.R. (1991) A method for generating highdimensional multivariate binary variates. The American Statistician, 45(4), 302. tools:::Rd_expr_doi("10.1080/00031305.1991.10475828")