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0
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1answer
33 views

with Excel, generate 0 with n% probability OR generate 1 with (1-n)% probability

(first of all I simplified my question) depending on the input info below, I want to create proper excel function in output part. what I require verbally in output part under "status (0 or 1) ...
1
vote
0answers
170 views

Generate correlated AR process for given correlation between demand series

How can I generate two correlated $AR(1)$ data series with given correlation between $d_{1,t}$ and $d_{2,t}$, $r_{12}$, where $\rho_{12}$ is correlation between the two error series ...
5
votes
2answers
337 views

Random generation of n-dimensional data with possibly correlated variables

I would like to generate a set of artificial data using another input set from which correlations between variables can be extracted. Not all variables are binary, but the data can easily be extended ...
1
vote
1answer
818 views

How to generate correlated test data that has Bernoulli, categorical, and continuous vectors (in R)?

I'm looking to generate a set of 5 random variables and enforce a dependence structure between them and onto a dependent variable Y. I understand how to generate correlated random variables for ...
0
votes
0answers
55 views

Generative model that penalizes clumping of data

I'm interested in modeling a generative process that encourages data to be "evenly distributed" over its support, i.e. clumping of data points is penalized. For example, if I have a mixture ...
8
votes
6answers
2k views

How to efficiently generate Positive Semi Definite correlation matrices?

I would like to be able to efficiently generate PSD (positive semi definite) correlation matrices. My method slows down dramatically as I increase the size of matrices to be generated. Could you ...
1
vote
2answers
125 views

What is the correct likelihood function for an sequential, adaptive data generation process?

Consider the following sequential, adaptive data generating process for $Y_1$, $Y_2$, $Y_3$. (By sequential I mean that we generate $Y_1$, $Y_2$, $Y_3$ in sequence and by adaptive I mean that $Y_3$ is ...