simpleType "ccmsk:CorrelationFit"
Namespace:
Defined:
globally in ccmsk.xsd, see XML source
Used:
Datatype Representation Summary
("FULLCORRELATION" | "MARKOVLINEARFIT" | "MARKOVSINGLERHO")
All Direct / Indirect Based Attributes (1):
Known Usage Locations
Annotation
Parameter selecting the algorithm used to compute the correlation matrix in the Poisson gamma rate arrival process.
Type Definition Detail
Type Derivation Tree
xsd:string
  ccmsk:CorrelationFit (restriction)
Derivation:
restriction of xsd:string
Facets:
enumeration:
"FULLCORRELATION"  -  Uses the estimated copula correlation matrix for the Gamma-Poisson NORTA model for rates.
"MARKOVLINEARFIT"  -  Fits the general linear model r_j = a b^j + c to the estimated copula correlation matrix for the Gamma-Poisson NORTA model for rates.
"MARKOVSINGLERHO"  -  Fits the single rho Markov linear model r_j = b^j to the estimated copula correlation matrix for the Gamma-Poisson NORTA model for rates.
XML Source (w/o annotations (4); see schema source)
<xsd:simpleType name="CorrelationFit">
<xsd:restriction base="xsd:string">
<xsd:enumeration value="FULLCORRELATION">
</xsd:enumeration>
<xsd:enumeration value="MARKOVLINEARFIT">
</xsd:enumeration>
<xsd:enumeration value="MARKOVSINGLERHO">
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>

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