fungible: Fungible Coefficients and Monte Carlo Functions

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>.

Version: 1.5
Depends: R (≥ 3.0)
Imports: e1071, lattice, MASS, mvtnorm, R2Cuba, stringr, nleqslv, methods
Published: 2016-11-09
Author: Niels G. Waller and Jeff Jones
Maintainer: Niels G. Waller <nwaller at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
Citation: fungible citation info
CRAN checks: fungible results


Reference manual: fungible.pdf
Package source: fungible_1.5.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X Mavericks binaries: r-release: fungible_1.5.tgz, r-oldrel: fungible_1.5.tgz
Old sources: fungible archive


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