Difference between revisions of "Dist serial correl"
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[[Category:Doc Status C]] <!-- For Lumina use, do not change --> | [[Category:Doc Status C]] <!-- For Lumina use, do not change --> | ||
| − | = Dist_serial_correl(x,r,i) = | + | == 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 | Multivariate Distributions.ana | ||
| − | = See Also = | + | == See Also == |
| − | |||
* [[Normal_serial_correl]] | * [[Normal_serial_correl]] | ||
* [[Dist_additive_growth]] | * [[Dist_additive_growth]] | ||
* [[Dist_compound_growth]] | * [[Dist_compound_growth]] | ||
| + | * [[Multivariate distributions]] | ||
Revision as of 03:23, 28 January 2016
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
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