Difference between revisions of "Dist serial correl"
 
(3 intermediate revisions by the same user not shown)
Line 1: Line 1:
−
[[Category:Multivariate Distribution Functions]]
+
[[Category: Multivariate Distribution Functions]]
 +
[[Category: Multivariate Distributions library functions]]
 
[[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]. 
  
−
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.
+
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.   
  
−
In Mid context, it returns [[Mid]](x).
+
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.
  
−
Note: The result retains no probabilistic dependence on x.
+
In [[Mid]] context, it returns [[Mid]](x).
  
−
= Library =
+
The result retains no probabilistic dependence on «x».
  
−
Multivariate Distributions.ana
+
== Library ==
−
 
+
Multivariate Distributions library functions ([[media:Multivariate Distributions.ana |Multivariate Distributions.ana]])
−
= See Also =
+
:Use '''File &rarr; Add Library...''' to add this library
  
 +
== See Also ==
 
* [[Normal_serial_correl]]
 
* [[Normal_serial_correl]]
 
* [[Dist_additive_growth]]
 
* [[Dist_additive_growth]]
 
* [[Dist_compound_growth]]
 
* [[Dist_compound_growth]]
 +
* [[Multivariate distributions]]
 +
* [[media:Multivariate Distributions.ana |Multivariate Distributions.ana]]

Latest revision as of 00:33, 24 February 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 library functions (Multivariate Distributions.ana)

Use File → Add Library... to add this library

See Also

Comments


You are not allowed to post comments.