Computes fungible coefficients and Monte Carlo data. Underlying theory for these functions is described in the following publications: Waller, N. (2008). Fungible Weights in Multiple Regression. Psychometrika, 73(4), 691703, <DOI:10.1007/s113360089066z>. Waller, N. & Jones, J. (2009). Locating the Extrema of Fungible Regression Weights. Psychometrika, 74(4), 589602, <DOI:10.1007/s1133600890877>. Waller, N. G. (2016). Fungible Correlation Matrices: A Method for Generating Nonsingular, Singular, and Improper Correlation Matrices for Monte Carlo Research. Multivariate Behavioral Research, 51(4), 554568. Jones, J. A. & Waller, N. G. (2015). The normaltheory and asymptotic distributionfree (ADF) covariance matrix of standardized regression coefficients: theoretical extensions and finite sample behavior. Psychometrika, 80, 365378, <DOI:10.1007/s113360139380y>. Waller, N. G. (2018). Direct SchmidLeiman transformations and rankdeficient loadings matrices. Psychometrika, 83, 858870. <DOI:10.1007/s1133601795990>.
Package details 


Author  Niels Waller [aut, cre], Justin Kracht [ctb], Jeff Jones [ctb], Casey Giordano [ctb], Hoang V. Nguyen [ctb] 
Maintainer  Niels Waller <nwaller@umn.edu> 
License  GPL (>= 2) 
Version  2.4.4 
Package repository  View on CRAN 
Installation 
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