Add Iman and Conover method for inducing rank correlations

jhlee-visionkalman / accord

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Add Iman and Conover method for inducing rank correlations #59

Open GoogleCodeExporter opened 9 years ago

GoogleCodeExporter commented 9 years ago

It would be nice to implement the method described in 

Iman, Conover; A distribution-free approach to inducing rank correlation among 
input variables. Available at 
http://www.uio.no/studier/emner/matnat/math/STK4400/v05/undervisningsmateriale/A
%20distribution-free%20approach%20to%20rank%20correlation.pdf

Original issue reported on code.google.com by cesarso...@gmail.com on 27 Jul 2013 at 7:17

GoogleCodeExporter commented 9 years ago

It has been implemented in the R package mc2d, function cornode()

Original comment by svend...@gmail.com on 2 Oct 2014 at 2:01