pcuseries {simecol} | R Documentation

## Generate Plackett Bivariate Random Numbers

### Description

Generate bivariate uniform random numbers according to the Plackett distribution.

### Usage

    pcu(x, alpha = rho2alpha(rho), rho)
    pcuseries(n, alpha = rho2alpha(rho), rho, min = 0, max = 1)
    alpha2rho(alpha)
    rho2alpha(rho)

### Arguments

`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.

### Details

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.

### References

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.

### See Also

`runif`

### Examples

    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)

[Package simecol version 0.6-9 Index]