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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install.packages("GenOrd")

1.4.0 by Alessandro Barbiero, 3 years ago


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


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