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.


Reference manual

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1.4.0 by Alessandro Barbiero, 3 years ago

Browse source code at

Authors: Alessandro Barbiero , Pier Alda Ferrari

Documentation:   PDF Manual  

Task views: Probability Distributions

GPL license

Depends on mvtnorm, Matrix, MASS, stats

Imported by CorrToolBox, SimMultiCorrData, bdlp.

Depended on by BinOrdNonNor, OrdNor, PoisBinOrd, PoisBinOrdNonNor, PoisBinOrdNor.

See at CRAN