Simulation of Discrete Random Variables with Given Correlation Matrix and Marginal Distributions via a Gaussian or Student's t Copula
Correlations of discretized variables
Checking correlations for feasibility
Estimating based on a bivariate sample of the multivariate latent stan...
Simulation of Discrete Random Variables with Given Correlation Matrix ...
Log-likelihood function for the t-copula-based model
Log-likelihood function for the t-copula-based model
Log-likelihood function for the t-copula-based model
Computing the "intermediate" correlation matrix for the multivariate s...
Drawing a sample of discrete data
Probabilities for a multivariate t with non-integer degrees-of-freedom...
A Gaussian or Student's t copula-based procedure for generating samples from discrete random variables with prescribed correlation matrix and marginal distributions.