GenOrd

Simulation of Discrete Random Variables with Given Correlation Matrix and Marginal Distributions

A gaussian copula based procedure for generating samples from discrete random variables with prescribed correlation matrix and marginal distributions.

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Package
GenOrd
Type
Package
Title
Simulation of Discrete Random Variables with Given Correlation Matrix and Marginal Distributions
Version
1.4.0
Date
2015-09-11
Author
Alessandro Barbiero, Pier Alda Ferrari
Maintainer
Alessandro Barbiero
Description
A gaussian copula based procedure for generating samples from discrete random variables with prescribed correlation matrix and marginal distributions.
License
GPL
LazyLoad
yes
Depends
mvtnorm, Matrix, MASS, stats
Packaged
2015-09-12 10:06:14 UTC; Barbiero
NeedsCompilation
no
Repository
CRAN
Date/Publication
2015-09-12 17:19:55

install.packages('GenOrd')

1.4.0

03 years ago

Alessandro Barbiero

GPL

Depends on

mvtnorm, Matrix, MASS, stats

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