fungible: Fungible Coefficients and Monte Carlo Functions
Version 1.5

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), 691-703, . Waller, N. & Jones, J. (2009). Locating the Extrema of Fungible Regression Weights. Psychometrika, 74(4), 589-602, . 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), 554-568, . Jones, J. A. & Waller, N. G. (2015). The normal-theory and asymptotic distribution-free (ADF) covariance matrix of standardized regression coefficients: theoretical extensions and finite sample behavior. Psychometrika, 80, 365-378, .

Getting started

Package details

AuthorNiels G. Waller <nwaller@umn.edu> and Jeff Jones <jeff.jones@kornferry.com>
Date of publication2016-11-09 23:54:09
MaintainerNiels G. Waller <nwaller@umn.edu>
LicenseGPL (>= 2)
Version1.5
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("fungible")

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fungible documentation built on May 30, 2017, 1:40 a.m.