The data-generating-process tag has no wiki summary.
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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
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5
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2answers
200 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 ...
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1answer
590 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 ...
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0answers
48 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 ...
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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 ...
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2answers
112 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 ...
