Package: fungible
Version: 1.5
Date: 2016-11-08
Title: Fungible Coefficients and Monte Carlo Functions
Author: Niels G. Waller <nwaller@umn.edu> and Jeff Jones <jeff.jones@kornferry.com>
Maintainer: Niels G. Waller <nwaller@umn.edu>
Depends: R (>= 3.0)
Imports: e1071, lattice, MASS, mvtnorm, R2Cuba, stringr, nleqslv,
        methods
Description: Computes fungible coefficients and Monte Carlo data.  
    Underlying theory for these functions is described in the following publications:
    Waller, N. (2008). Fungible Weights in Multiple Regression. Psychometrika, 73(4), 691-703, <DOI10.1007/s11336-008-9066-z>. 
    Waller, N. & Jones, J. (2009). Locating the Extrema of Fungible Regression Weights. 
    Psychometrika, 74(4), 589-602, <DOI10.1007/s11336-008-9087-7>.
    Waller, N. G. (2016). Fungible Correlation Matrices: 
    A Method for Generating Nonsingular, Singular, and Improper Correlation Matrices for 
    Monte Carlo Research. Multivariate Behavioral Research, 51(4), 554-568, <DOI10.1080/00273171.2016.1178566>. 
    Jones, J. A. & Waller, N. G. (2015). The normal-theory and asymptotic distribution-free (ADF) 
    covariance matrix of standardized regression coefficients: theoretical extensions 
    and finite sample behavior. Psychometrika, 80, 365-378, <DOI10.1007/s11336-013-9380-y>. 
License: GPL (>= 2)
NeedsCompilation: no
Packaged: 2016-11-09 22:36:48 UTC; ligges
Repository: CRAN
Date/Publication: 2016-11-09 23:54:09
