R materials

I use R extensively for my work. As part of my work I have created a package for Acceptance Sampling. You can download the source file from here, or the windows binary from here. Alternatively, the package is also available from a CRAN mirror near you.

Being involved in risk assessment related tasks, and doing some simulation modelling in R, I missed the ability to correlate random variables (as can be done in @Risk). The solution (which is also implemented in @Risk) is to use the procedure outlined in:

  • Iman & Conover (1982) paper entitled "A distribution-free approach to inducing rank correlation among input variables," Communications in Statistics - Simulation and Computation, Vol 11(3)

I've implemented their approach and packaged it up. You can obtain the package RRisk, which at the moment only contains a single function, from here:  RRisk_0.1-2.tar.gz or RRisk_0.1-2.zip (A word of caution: You can correlate any random variables - whether this actually makes sense is up to you, the user!)