Concurrent generation of binary and nonnormal continuous data through fifth-order power polynomials

DOI10.1080/03610918.2014.963613zbMATH Open1357.62146OpenAlexW2074694369MaRDI QIDQ2965576FDOQ2965576

Hakan Demirtas

Publication date: 3 March 2017

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2014.963613

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zbMATH Keywords

simulationrandom number generationphi coefficientbiserial correlationtetrachoric correlationFleishman polynomials

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Cites Work

• Computing the nearest correlation matrix--a problem from finance
• A method for simulating non-normal distributions
• Simulation driven inferences for multiply imputed longitudinal datasets*
• A Practical Way for Computing Approximate Lower and Upper Correlation Bounds
• Simulating multivariate nonnormal distributions
• Fast fifth-order polynomial transforms for generating univariate and multivariate nonnormal distributions.
• Statistical simulation. Power method polynomials and other transformations
• A method for multivariate ordinal data generation given marginal distributions and correlations
• A family of multivariate binary distributions for simulating correlated binary variables with specified marginal means and correlations
• The power method transformation: its probability density function, distribution function, and its further use for fitting data

Cited In (3)

• BinNor: An R Package for Concurrent Generation of Binary and Normal Data
• Mixed data generation packages and related computational tools in R
• A nonnormal look at polychoric correlations: modeling the change in correlations before and after discretization

Uses Software

• R
• mvtnorm
• Matrix

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