optimize_cor_for_pair

This function can be used to find a suitable initial correlation for use
in the NORTA procedure for a pair of variables with given marginal
distributions and target correlation.

Generate simulated datasets from an initial underlying
distribution and apply transformations to obtain realistic data. Implements
the 'NORTA' (Normal-to-anything) approach from Cario and Nelson (1997)
and other data generating mechanisms. Simple network visualization tools
are provided to facilitate communicating the simulation setup.

Michael Kammer

simdata

Generate Simulated Datasets

optimize_cor_for_pair function

<dl><dt>cor_target</dt>
<dd>Target correlation of variable pair.</dd>
<dt>dist1, dist2</dt>
<dd>Marginal distributions of variable pair, given as univariable quantile
functions.</dd>
<dt>n_obs</dt>
<dd>Number of observations to be used in the numerical optimization procedure.</dd>
<dt>seed</dt>
<dd>Seed for generating standard normal random variables in the numerical
optimization procedure.</dd>
<dt>tol, ...</dt>
<dd>Further parameters passed to <code><a href="/link/stats%3A%3Auniroot?package=simdata&version=0.4.1" data-mini-rdoc="simdata::stats::uniroot">stats::uniroot</a></code>.</dd></dl>

Arguments

Find pairwise initial correlation for NORTA from target correlation — optimize_cor_for_pair

<dl>

<dt>cor_target</dt>
<dd>Target correlation of variable pair.</dd>


<dt>dist1, dist2</dt>
<dd>Marginal distributions of variable pair, given as univariable quantile
functions.</dd>


<dt>n_obs</dt>
<dd>Number of observations to be used in the numerical optimization procedure.</dd>


<dt>seed</dt>
<dd>Seed for generating standard normal random variables in the numerical
optimization procedure.</dd>


<dt>tol, ...</dt>
<dd>Further parameters passed to <code><a href='https://rdrr.io/r/stats/uniroot.html'>stats::uniroot</a></code>.</dd>

</dl>

optimize_cor_for_pair: Find pairwise initial correlation for NORTA from target correlation

Description

Usage

Value

Arguments

Details