simulation {SimCorMultRes}

Simulated Correlation Parameters

Description

A simulated dataset to explore the association between the correlation parameter of bivariate normally distributed random variables used in the intermediate step of the NORTA method and the correlation parameter of the resulting non-normal random responses generated by the NORTA method for all the threshold approached implemented in this package.

Usage

simulation

Format

A data frame with 100 rows and 4 columns:

rho

numeric indicating the true value of the correlation parameter.

normal

numeric indicating the simulated correlation parameter when the marginal distribution of each of the latent variables is normal.

logistic

numeric indicating the simulated correlation parameter when the marginal distribution of each of the latent variables is logistic.

gumbel

numeric indicating the simulated correlation parameter when the marginal distribution of each of the latent variables is Gumbel.

Examples

plot(rho - normal ~ rho, data = simulation, type = "l", col = "blue",
    ylim = c(0, 0.016),
    ylab = expression(rho - bar(rho)[sim]),
    xlab = expression(rho))
points(rho - logistic ~ rho, data = simulation, type = "l", col = "red")
points(rho - gumbel ~ rho, data = simulation, type = "l", col = "grey")
legend("topright", legend = c("Normal", "Logistic", "Gumbel"),
      col = c("blue", "red", "grey"), pch = "l" )