Description Usage Arguments Details Value Author(s) References Examples
Generation of random sample of binary correlated variables
1 | rmvbinary_QA(n, R, p)
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n |
Sample size |
R |
Correlation matrix |
p |
Vector of marginal probabilities |
The function implements the algorithm proposed by Qaqish (2003) 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 starts by generating a data for the first variable X_1 and generates succesively the data for X_2, ... based on their conditional probabilities P(X_j|X_[i-1],...,X_1), j=1,...,d.
Sample (n x p)-matrix representing a random sample of size n from the specified multivariate binary distribution.
Jochen Kruppa, Klaus Jung
Qaqish, B. F.: A family of multivariate binary distributions for simulating correlated binary variables with specified marginal means and correlations, Biometrika 90 (2), 455-463 (2003)
1 2 | ## Generation of a random sample
rmvbinary_QA(n = 10, R = diag(2), p = c(0.5, 0.6))
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