covalchemy: Constructing Joint Distributions with Control Over Statistical
Properties
Synthesizing joint distributions from marginal densities, focusing on controlling key statistical properties such as correlation for continuous data, mutual information for categorical data, and inducing Simpson's Paradox. Generate datasets with specified correlation structures for continuous variables, adjust mutual information between categorical variables, and manipulate subgroup correlations to intentionally create Simpson's Paradox.
Joe (1997) <doi:10.1201/b13150>
Sklar (1959) <https://en.wikipedia.org/wiki/Sklar%27s_theorem>.
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