BN.rBound: Maximum correlation between binary and normal random...

Description Usage Arguments Examples

Description

Given parameter p for a Bernoulli random variable, returns its maximum possible correlation with an arbitrary normal random variable. Used to adjust correlation matrices whose entries are not theoretically possible.

Usage

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Arguments

p

Parameter of Bernoulli random variable.

Examples

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# find the largest possible correlation between a normal
#  variable and a binary with parameter 0.1
BN.rBound(0.1)

SimTimeVar documentation built on May 2, 2019, 8:31 a.m.