Command:
setCorrelationIman ( |
|
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.
• 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.