rmvbinary_EP: Simulating correlated binary variables using the algorithm by...

In jkruppa/RepeatedHighDim: Global tests for expression data of high-dimensional sets of molecular features.

Description

Generation of random sample of binary correlated variables

Usage

rmvbinary_EP(n, R, p)

Arguments

n	Sample size
R	Correlation matrix
p	Vector of marginal probabilities

Details

The function implements the algorithm proposed by Emrich and Piedmonte (1991) to generate a random sample of d (=length(p)) correlated binary variables. The sample is generated based on given marginal probabilities p of the d variables and their correlation matrix R. The algorithm generates first determines an appropriate correlation matrix R' for the multivariate normal distribution. Next, a sample is drawn from N_d(0, R') and each variable is finnaly dichotomized with respect to p.

Value

Sample (n x p)-matrix with representing a random sample of size n from the specified multivariate binary distribution.

Author(s)

Jochen Kruppa, Klaus Jung

References

Emrich, L.J., Piedmonte, M.R.: A method for generating highdimensional multivariate binary variates. The American Statistician 45(4), 302 (1991).

Examples

## Generation of a random sample
rmvbinary_EP(n = 10, R = diag(2), p = c(0.5, 0.6))

jkruppa/RepeatedHighDim documentation built on May 19, 2019, 12:45 p.m.