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

GenOrd: Simulation of ordinal and discrete variables with given correlation matrix and marginal distributions (v. 1.4.0) [Software] / A. Barbiero, P.A. Ferrari. - [s.l] : R foundation, 2015 Sep 12.

GenOrd: Simulation of ordinal and discrete variables with given correlation matrix and marginal distributions (v. 1.4.0)

A. Barbiero
;
P.A. Ferrari
2015

Abstract

A gaussian copula based procedure for generating samples from discrete random variables with prescribed correlation matrix and marginal distributions
12-set-2015
Monte Carlo simulation; multivariate discrete distribution; multivariate normal distribution; Pearson's correlation; Spearman's correlation
Settore SECS-S/01 - Statistica
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/2434/273104
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