Multivariate.Correlated.Uniform.Distribution: Create a Multivariate Uniform Distribution Object Where the...

In tfojo1/distributions:

Create a Multivariate Uniform Distribution Object Where the Variables are Correlated

Description

Uses a rough approximation to generate a multivariate normal distribution such that the correlations between variables are approximately equal to the given correlation.matrix. Specifically, generates random samples from a multivariate normal distribution with mean=0 and covariance matrix = cov2cor(correlation.matrix + 0.04*I)

Usage

Multivariate.Correlated.Uniform.Distribution(
  correlation.matrix,
  min = rep(0, dim(correlation.matrix)[1]),
  max = rep(1, dim(correlation.matrix)[1]),
  var.names = NULL
)

Arguments

correlation.matrix	The matrix specifying how variables should be correlated
min, max	The vectors of minima and maxima for each variable in the distribution. If given a scalar value, assumes that value applies for all variables
var.names	The names of the variables in the distribution. If NULL, uses the names of mu, the row names of sigma, or the column names of sigma, in that order

See Also

Other Distribution Constructors: Autoregressive.Multivariate.Normal.Distribution(), Bernoulli.Distribution(), Beta.Distribution(), Binomial.Distribution(), Canonical.Mixture.Distribution(), Compound.Symmetry.Multivariate.Normal.Distribution(), Constant.Distribution(), Discrete.Set.Distribution(), Empiric.Distribution(), Logitnormal.Distribution(), Logitnormal.Mixture(), Logituniform.Distribution(), Lognormal.Distribution(), Lognormal.Mixture(), Loguniform.Distribution(), Multivariate.Logitnormal.Distribution(), Multivariate.Lognormal.Distribution(), Multivariate.Normal.Distribution(), Normal.Distribution(), Normal.Mixture(), Smoothed.Empiric.Distribution(), Transformed.Multivariate.Normal.Distribution(), Transformed.Normal.Distribution(), Transformed.Normal.Mixture(), Uniform.Distribution(), Univariate.Canonical.Distribution(), join.distributions()

tfojo1/distributions documentation built on June 1, 2025, 9:07 p.m.