pcuseries {simecol} | R Documentation |
Generate bivariate uniform random numbers according to the Plackett distribution.
pcu(x, alpha = rho2alpha(rho), rho) pcuseries(n, alpha = rho2alpha(rho), rho, min = 0, max = 1) alpha2rho(alpha) rho2alpha(rho)
n |
number of observations. |
x |
vector of uniformly [0, 1] distributed real numbers. |
alpha |
association coefficient of the Plackett distribution. |
rho |
Pearson correlation coefficient. |
min, max |
lower and upper limits of the distribution. Must be finite. |
The functions can be used to generate bivariate distributions with
uniform marginals. Function pcu
generates a vector of uniform
random values of length(x)
which are correlated to the
corresponding vector x
, pcuseries
generates an
auto-correlated series, and alphatorho
resp. rho2alpha
convert between the usual correlation coefficient and the association
measure of the Plackett distribution.
Johnson, M., Wang, C., & Ramberg, J. (1984). Generation of multivariate distributions for statistical applications. American Journal of Mathematical and Management Sciences, 4, 225-248.
Nelsen, R. B. (2006). An Introduction to Copulas. Springer, New York.
x <- runif(100) y <- pcu(x, rho = 0.8) plot(x, y) cor(x, y) x <- pcuseries(1000, rho=0.8) plot(x, type="l") acf(x) pacf(x)