fungible

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, doi:10.1007/s11336-008-9066-z. Waller, N. & Jones, J. (2009). Locating the Extrema of Fungible Regression Weights. Psychometrika, 74(4), 589-602, doi:10.1007/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. 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, doi:10.1007/s11336-013-9380-y. Waller, N. G. (2018). Direct Schmid-Leiman transformations and rank-deficient loadings matrices. Psychometrika, 83, 858-870. doi:10.1007/s11336-017-9599-0.

Last 30 days

This package has been downloaded 3,318 times in the last 30 days. Now we’re talking! This work is officially 'heard of in academic circles', just like those wild research papers on synthetic bananas. The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 115 times.

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Last 365 days

This package has been downloaded 34,953 times in the last 365 days. That's enough downloads to make it mildly famous in niche technical communities. A badge of honor! The day with the most downloads was Jul 21, 2024 with 234 downloads.

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