cvine

Citation:
Daniel Lewandowski, Dorota Kurowicka, Harry Joe,
Generating random correlation matrices based on vines and extended onion method,
Journal of Multivariate Analysis, Volume 100, Issue 9, 2009, Pages 1989-2001,
ISSN 0047-259X, https://doi.org/10.1016/j.jmva.2009.04.008.

A flexible framework for power analysis using Monte
Carlo simulation for settings in which considerations of the correlations
between predictors are important. Users can set up a data generative model
that preserves dependence structures among predictors given existing data
(continuous, binary, or ordinal). Users can also generate power curves to
assess the trade-offs between sample size, effect size, and power of a design.
This package includes several statistical models common in environmental
mixtures studies. For more details and tutorials, see Nguyen et al. (2022) <arXiv:2209.08036>.

Phuc H. Nguyen

mpower

Power Analysis via Monte Carlo Simulation for Correlated Data

cvine function

<dl><dt>d</dt>
<dd>Number of dimension</dd>
<dt>alpha</dt>
<dd>Parameter for Beta distribution</dd>
<dt>beta</dt>
<dd>Parameter for Beta distribution</dd>
<dt>S</dt>
<dd>A 'guess' of the correlation matrix</dd>
<dt>m</dt>
<dd>A number that indicates how much the random matrices vary from S</dd></dl>

Arguments

Citation:
Daniel Lewandowski, Dorota Kurowicka, Harry Joe,
Generating random correlation matrices based on vines and extended onion method,
Journal of Multivariate Analysis, Volume 100, Issue 9, 2009, Pages 1989-2001,
ISSN 0047-259X, https://doi.org/10.1016/j.jmva.2009.04.008. — cvine

<dl>

<dt>d</dt>
<dd>Number of dimension</dd>


<dt>alpha</dt>
<dd>Parameter for Beta distribution</dd>


<dt>beta</dt>
<dd>Parameter for Beta distribution</dd>


<dt>S</dt>
<dd>A 'guess' of the correlation matrix</dd>


<dt>m</dt>
<dd>A number that indicates how much the random matrices vary from S</dd>

</dl>

Citation:
Daniel Lewandowski, Dorota Kurowicka, Harry Joe,
Generating random correlation matrices based on vines and extended onion method,
Journal of Multivariate Analysis, Volume 100, Issue 9, 2009, Pages 1989-2001,
ISSN 0047-259X, https://doi.org/10.1016/j.jmva.2009.04.008.

cvine: Citation: Daniel Lewandowski, Dorota Kurowicka, Harry Joe, Generating random correlation matrices based on vines and extended onion method, Journal of Multivariate Analysis, Volume 100, Issue 9, 2009, Pages 1989-2001, ISSN 0047-259X, https://doi.org/10.1016/j.jmva.2009.04.008.

Description

Usage

Value

Arguments