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


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Documentation for package ‘GenOrd’ version 2.1.0

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GenOrd-package Simulation of Discrete Random Variables with a Given Marginal Distributions and Correlation Matrix
contord Correlations of discretized variables
corrcheck Checking correlations for feasibility
estcontord Estimation based on a bivariate sample of the multivariate discrete model obtained by discretizing a latent standard normal or Student's t distribution
logL Log-likelihood value for the t-copula-based model
logLfull Log-likelihood value for the t-copula-based model
logLfullz Log-likelihood value for the t-copula-based model (with marginal probabilities transformed into unconstrained variables)
logL_mle2 Log-likelihood function for the t-copula-based model
ordcont Computing the "intermediate" correlation matrix for the multivariate standard normal or Student's t 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
p_rect_t Rectangle Probability for a Bivariate Student's t Distribution