gen.cop {cds}

Generate a Copula

Description

Generate correlated data multivariate categorical data via a copula.

Usage

gen.cop(n, tauvek = c(0.2, 0.35), nr.cols = c(10, 10),
  true.mu = runif(sum(nr.cols)), err.coeff = 0.1, random = FALSE,
  reverse = TRUE, reverse.thresh = 0.75)

Arguments

n

Integer; the number of samples to draw.

tauvek

A vector of association parameters for each of the Clayton copulae (see copClayton), of the same length as nr.cols.

nr.cols

A vector giving the number of columns to draw from each of the copulae.

true.mu

A vector giving the mean for each of the columns in the data.

err.coeff

The standard errors for underlying normal distribution.

random

Logical indicating whether or not the samples should be presented in random order.

reverse

Logical indicating whether some of the simulated variables should be reversed to have negative association or not.

reverse.thresh

The proportion of columns to reverse.