View source for Dist serial correl

[[Category: Multivariate Distribution Functions]]
[[Category: Multivariate Distributions library functions]]
[[Category:Doc Status C]] <!-- For Lumina use, do not change -->

== Dist_serial_correl(x, r, i) ==
Generates an array ''y'' over index «i» where each y[i] has a marginal  distribution identical to «x», and serial rank correlation of «r» with y[i-1].  

If «x»  is indexed by «i»,  each y[i] has the same marginal distribution as x[i], but with samples reordered to have the specified rank correlation «r» between successive values.  

If «r» is indexed by «i», r[i = k] specifies the rank correlation between y[i = k] and y[i = k - 1].  Then the first correlation, r[i = 1], is ignored.

In [[Mid]] context, it returns [[Mid]](x).

The result retains no probabilistic dependence on «x».

== Library ==
Multivariate Distributions.ana

== See Also ==
* [[Normal_serial_correl]]
* [[Dist_additive_growth]]
* [[Dist_compound_growth]]
* [[Multivariate distributions]]