Difference between revisions of "Dist serial correl"
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| − | [[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 --> | ||
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== Library == | == Library == | ||
| − | Multivariate Distributions.ana | + | Multivariate Distributions library functions ([[media:Multivariate Distributions.ana |Multivariate Distributions.ana]]) |
| + | :Use '''File → Add Library...''' to add this library | ||
== See Also == | == See Also == | ||
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* [[Dist_compound_growth]] | * [[Dist_compound_growth]] | ||
* [[Multivariate distributions]] | * [[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
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