Re: inducing rank correlations

2001-11-01 Thread Andrew E. Schulman
> Now, lets say I specify a target correlation matrix as follows: > > > A B C > A 1 > B 1 1 > C 1 -1 1 > > The problem with above matirx is that we want large values of 'A' to > be paired with large values of 'B' and also large values of 'A' to > be paired with large values of 'C'. > BUT

inducing rank correlations

2001-11-01 Thread Atul
I am using Iman and Conover's method for inducing rank correlation in a MxN matrix. I have the following question. Lets say I specify a target correlation matrix as follows: A B C A 1 B 1 1 C 1 1 1 Nothing is wrong with above matrix Now, lets say I specify a target correlation matrix