Command:

setCorrelationIman (  
double** corrMatrix
)

What:

Sets the correlation method between factors to Iman Conover.

Parameters:

corrmatrix
[matrix of double]
The correlation matrix for the Iman Conover method

Return:

error_code [int]: 1 if the operation has occurred without errors, 0 if an error has occurred

Examples:

corrMat=[[1, 0.5, 0.3333];[0.5, 1, 0.6667];[0.3333, 0.6666, 1]]
setCorrelationIman(corrMat)

this command in Matlab sets an Iman Conover correlation between the 3 input factors by providing a correlation matrix.


About the correlation method:

The Iman-Conover method (see [5])  is used to induce a desired rank correlation on pairs of input factors. Its characteristics are:

• Rank correlations can be set independently on marginal distributions,
• the original form of the marginal distributions is preserved,
• May be used with many sample schemes,
• if the correlations imposed are too strong, then the correlation matrix is not positive definite, and a message is displayed.

All Correlation Commands: