CensorCorr

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CensorCorr shows the effect of left and right censoring on the correlation between two variables, assuming that the uncensored variables have a bivariate normal distribution. Two versions of CensorCorr are available, n = 10,000 and n = 500,000. Start with the n = 10,000 version because the file is smaller and the calculation are faster. If you need more precise estimates of the correlation between the censored variables, switch to the n = 500,000 version.

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