rngh.sub:

In musto101/wilcox_R: What the package does (short line)

Usage

rngh.sub(n, g, h, rho)

Arguments

n
g
h
rho

Examples

##---- Should be DIRECTLY executable !! ----
##-- ==>  Define data, use random,
##--	or do  help(data=index)  for the standard data sets.

## The function is currently defined as
function (n, g, h, rho) 
{
    vals = seq(rho, 0.99, 0.01)
    for (i in 1:length(vals)) {
        adj = vals[i]
        cmat <- matrix(vals[i], 2, 2)
        diag(cmat) <- 1
        x = mvrnorm(1e+06, mu = c(0, 0), Sigma = cmat)
        for (i in 1:2) {
            if (g > 0) {
                x[, i] <- (exp(g * x[, i]) - 1) * exp(h * x[, 
                  i]^2/2)/g
            }
            if (g == 0) 
                x[, i] <- x[, i] * exp(h * x[, i]^2/2)
        }
        chk = cor(x)
        if (abs(chk[1, 2] - rho) < 0.01) 
            break
        if (chk[1, 2] >= rho) 
            break
    }
    list(rho.adjusted = adj, rho.actual = chk[1, 2])
  }

musto101/wilcox_R documentation built on May 23, 2019, 10:52 a.m.