getBiCop_nonnor: Simulate non-normally distributed data with specified...

In Thie1e/subsetcor: Test differences of correlations in subsets and run related simulation studies

Description

Draws random numbers from distributions with specified skew and kurtosis based on PoisNonNor::RNG_P_NN. Checks the obtained correlation and issues a warning if it deviates more than rhotol from rho.

Usage

getBiCop_nonnor(N, rho, rho_sub = NA, fraction = NA, mu1 = 0, mu2 = 0,
  sd1 = 1, sd2 = 1, skew1 = -1, skew2 = 1, kurtosis1 = 1,
  kurtosis2 = 1, rhotol = 0.1)

Arguments

N	Size of generated data (rows)
rho	Target correlation coefficient
rho_sub	True correlation coefficient in the subset. Default is no seperate subset.
fraction	The size of the subset as a percentage of the full sample. The subset is then contained in the first round(N * fraction) rows of the returned data frame.
skew1	Skew of first variable
skew2	Skew of second variable
kurtosis1	Kurtosis of first variable
kurtosis2	Kurtosis of second variable
m1	Mean of first variable
m2	Mean of second variable
s1	Standard deviation of first variable
s2	Standard deviation of second variable

Thie1e/subsetcor documentation built on May 9, 2019, 4:41 p.m.