correlation.limits {BinNonNor} R Documentation

## Computes lower and upper correlation bounds for each pair of variables

### Description

This function computes lower and upper limits for pairwise correlation of binary-binary, binary-continuous non-normal, and continuous non-normal-continuous non-normal combinations.

### Usage

correlation.limits(n.BB, n.NN, prop.vec = NULL, coef.mat = NULL)

### Arguments

 n.BB Number of binar variables. n.NN Number of continuous non-normal variables. prop.vec Probability vector for binary variables. coef.mat Matrix of coefficients produced from fleishman.coef.

### Details

While the function computes the exact lower and upper bounds for pairwise correlations among binary-binary variables as formulated in Demirtas et al. (2012), it computes approximate lower and upper bounds for pairwise correlations among binary-continuous non-normal and continuous non-normal-continuous non-normal variables through the method suggested by Demirtas and Hedeker (2011).

### Value

The function returns a matrix of size (n.BB + n.NN)*(n.BB + n.NN), where the lower triangular part of the matrix contains the lower bounds and the upper triangular part of the matrix contains the upper bounds of the feasible correlations.

### References

Demirtas, H. and Hedeker, D. (2011). A practical way for computing approximate lower and upper correlation bounds. The American Statistician, 65(2), 104-109.

Demirtas, H., Hedeker, D., and Mermelstein, R.J. (2012). Simulation of massive public health data by power polynomials. Statistics in Medicine, 31(27), 3337-3346.

fleishman.coef, correlation.bound.check

### Examples


n.BB=2
n.NN=4
prop.vec=c(0.4,0.7)
coef.mat=matrix(c(
-0.31375,  0.00000,  0.10045, -0.10448,
0.82632,  1.08574,  1.10502,  0.98085,
0.31375,  0.00000, -0.10045,  0.10448,
0.02271, -0.02945, -0.04001,  0.00272),4,byrow=TRUE)

limits=correlation.limits(n.BB,n.NN,prop.vec,coef.mat)
limits.bin=correlation.limits(n.BB,n.NN=0,prop.vec,coef.mat=NULL)
limits.nonnor=correlation.limits(n.BB=0,n.NN,prop.vec=NULL,coef.mat)

## Not run:
n.BB=1
prop.vec=0.5
limits=correlation.limits(n.BB,n.NN,prop.vec,coef.mat=NULL)

## End(Not run)


[Package BinNonNor version 1.5.3 Index]