Generate High-Dimensional Binary Data with Correlation Structures
Main function
Generate binary data with 1-dependent correlated structure
Generate binary data with decaying-product correlated structure
Generate binary data with exchangeable correlated structure
To calculate the maximal allowed correlations max for using cBern1dep ...
For calculating the maximal allowed correlations max for binary data w...
For calculating the maximal allowed correlation coefficient for binary...
We design algorithms with linear time complexity with respect to the dimension for three commonly studied correlation structures, including exchangeable, decaying-product and K-dependent correlation structures, and extend the algorithms to generate binary data of general non-negative correlation matrices with quadratic time complexity. Jiang, W., Song, S., Hou, L. and Zhao, H. "A set of efficient methods to generate high-dimensional binary data with specified correlation structures." The American Statistician. See <doi:10.1080/00031305.2020.1816213> for a detailed presentation of the method.