Multivariate Ordinal Random Variates by Monte Carlo Simulation

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Description

Creates correlated multivariate ordinal random variables by a Monte Carlo simulation.

Usage

1
rmvord_mc(n = 1, probs, Cor)

Arguments

n

Number of Observations

probs

List of probabilities for the variables, length of probability equals number of items, length of list equals number of variables

Cor

Correlation matrix

Details

Ordinal values are produced by shifting the variables until correlation structure is reached.

Value

Returns n observations with given marginal probabilities probs and correlation structure Cor.

Author(s)

Dominik Traeger and Sebastian Kaiser

See Also

rmvord_b,rmvord

Examples

1
rmvord_mc(list(c(1,1,1,1)/4,c(1,1,1,1)/4), cbind(c(1, 0.4), c(0.4, 1)), n = 20)