Simulation of Discrete Random Variables with Given Correlation Matrix and Marginal Distributions via a Gaussian or Student's t Copula


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Documentation for package ‘GenOrd’ version 2.0.0

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GenOrd-package Simulation of Discrete Random Variables with Given Correlation Matrix and Marginal Distributions
contord Correlations of discretized variables
corrcheck Checking correlations for feasibility
estcontord Estimating based on a bivariate sample of the multivariate latent standard normal or Student's t distribution
logL Log-likelihood function for the t-copula-based model
logLfull Log-likelihood function for the t-copula-based model
logL_mle2 Log-likelihood function for the t-copula-based model
ordcont Computing the "intermediate" correlation matrix for the multivariate standard normal in order to achieve the "target" correlation matrix for the multivariate discrete variable
ordsample Drawing a sample of discrete data
pmvt.alt Probabilities for a multivariate t with non-integer degrees-of-freedom parameter