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

A Gaussian or Student's t copula-based procedure for generating samples from discrete random variables with prescribed correlation matrix and marginal distributions.


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

Reference manual

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install.packages("GenOrd")

2.1.0 by Alessandro Barbiero, 3 months ago


Browse source code at https://github.com/cran/GenOrd


Authors: Alessandro Barbiero [aut, cre] , Pier Alda Ferrari [aut]


Documentation:   PDF Manual  


GPL-3 license


Imports Matrix, mvtnorm, bbmle, cubature, stats, utils


Imported by CorrToolBox, MultiDiscreteRNG, SimMultiCorrData, bdlp.

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


See at CRAN