cvine: Citation: Daniel Lewandowski, Dorota Kurowicka, Harry Joe,...
In phuchonguyen/mpower: Power Analysis via Monte Carlo Simulation for Correlated Data
cvine R Documentation
Citation:
Daniel Lewandowski, Dorota Kurowicka, Harry Joe,
Generating random correlation matrices based on vines and extended onion method,
Journal of Multivariate Analysis, Volume 100, Issue 9, 2009, Pages 1989-2001,
ISSN 0047-259X, https://doi.org/10.1016/j.jmva.2009.04.008.
Description
Citation:
Daniel Lewandowski, Dorota Kurowicka, Harry Joe,
Generating random correlation matrices based on vines and extended onion method,
Journal of Multivariate Analysis, Volume 100, Issue 9, 2009, Pages 1989-2001,
ISSN 0047-259X, https://doi.org/10.1016/j.jmva.2009.04.008.
Usage
cvine(d, alpha = 10, beta = 10, S = NULL, m = 100)
Arguments
d
Number of dimension
alpha
Parameter for Beta distribution
beta
Parameter for Beta distribution
S
A 'guess' of the correlation matrix
m
A number that indicates how much the random matrices vary from S
Value
A random positive-definite correlation matrix
phuchonguyen/mpower documentation built on Oct. 2, 2022, 7:57 p.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
| cvine | R Documentation |
Citation: Daniel Lewandowski, Dorota Kurowicka, Harry Joe, Generating random correlation matrices based on vines and extended onion method, Journal of Multivariate Analysis, Volume 100, Issue 9, 2009, Pages 1989-2001, ISSN 0047-259X, https://doi.org/10.1016/j.jmva.2009.04.008.
Description
Citation: Daniel Lewandowski, Dorota Kurowicka, Harry Joe, Generating random correlation matrices based on vines and extended onion method, Journal of Multivariate Analysis, Volume 100, Issue 9, 2009, Pages 1989-2001, ISSN 0047-259X, https://doi.org/10.1016/j.jmva.2009.04.008.
Usage
cvine(d, alpha = 10, beta = 10, S = NULL, m = 100)
Arguments
d |
Number of dimension |
alpha |
Parameter for Beta distribution |
beta |
Parameter for Beta distribution |
S |
A 'guess' of the correlation matrix |
m |
A number that indicates how much the random matrices vary from S |
Value
A random positive-definite correlation matrix
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.