CorBin - Generate High-Dimensional Binary Data with Correlation
Structures
We design algorithms with linear time complexity with
respect to the dimension for three commonly studied correlation
structures, including exchangeable, decaying-product and
K-dependent correlation structures, and extend the algorithms
to generate binary data of general non-negative correlation
matrices with quadratic time complexity. Jiang, W., Song, S.,
Hou, L. and Zhao, H. "A set of efficient methods to generate
high-dimensional binary data with specified correlation
structures." The American Statistician. See
<doi:10.1080/00031305.2020.1816213> for a detailed presentation
of the method.