Difference between revisions of "Dist serial correl"

 
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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.
 
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.
  
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In Mid context, it returns Mid(x).
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In Mid context, it returns [[Mid]](x).
  
 
Note: The result retains no probabilistic dependence on x.
 
Note: The result retains no probabilistic dependence on x.

Revision as of 17:58, 30 October 2008


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).

Note: The result retains no probabilistic dependence on x.

Library

Multivariate Distributions.ana

See Also

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