CVARS

Functions

corbernseq(n, p, delta)

Description:

Returns a sequence of dependent, correlated Bernoulli variables.

The sequence is generated via Monté Carlo simulation of a random graph with edge correlation p, as outlined by Korzeniowski and Traylor.

Standard:

  Fortran 90

Arguments:

n	Sequence length of type INTEGER.
p	Dependency probability of type DOUBLE.
delta	Dependency coefficient of type DOUBLE.