overall.corr.mat {BinNonNor} | R Documentation |
Computes the final correlation matrix
Description
This function computes the final correlation matrix by combining tetrachoric correlation for binary-binary combinations, biserial correlations for binary-continuous combinations, and intermediate correlation matrix for continuous-continuous combinations.
Usage
overall.corr.mat(n.BB, n.NN, prop.vec = NULL, corr.vec = NULL, corr.mat = NULL,
coef.mat = NULL)
Arguments
n.BB |
Number of binary variables. |
n.NN |
Number of continuous non-normal variables. |
prop.vec |
Probability vector for binary variables. |
corr.vec |
Vector of elements below the diagonal of correlation matrix ordered columnwise. |
corr.mat |
Specified correlation matrix. |
coef.mat |
Matrix of coefficients produced from |
Value
A matrix of size (n.BB+n.NN)*(n.BB+n.NN).
References
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.
See Also
fleishman.coef
, Tetra.Corr.BB
, Int.Corr.NN
, Biserial.Corr.BN
Examples
n.BB=2
n.NN=4
prop.vec=c(0.4,0.7)
corr.vec=NULL
corr.mat=matrix(c(1.0,-0.3,-0.3,-0.3,-0.3,-0.3,
-0.3,1.0,-0.3,-0.3,-0.3,-0.3,
-0.3,-0.3,1.0,0.4,0.5,0.6,
-0.3,-0.3,0.4,1.0,0.7,0.8,
-0.3,-0.3,0.5,0.7,1.0,0.9,
-0.3,-0.3,0.6,0.8,0.9,1.0),6,byrow=TRUE)
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)
final.corr.mat=overall.corr.mat(n.BB,n.NN,prop.vec,corr.vec=NULL,corr.mat,
coef.mat)
corr.mat.BB=corr.mat[1:2,1:2]
final.corr.mat=overall.corr.mat(n.BB,n.NN=0,prop.vec,corr.vec=NULL,
corr.mat=corr.mat.BB,coef.mat=NULL)
corr.mat.NN=corr.mat[3:6,3:6]
final.corr.mat=overall.corr.mat(n.BB=0,n.NN,prop.vec=NULL,corr.vec=NULL,
corr.mat=corr.mat.NN,coef.mat)
n.BB=1
n.NN=1
prop.vec=0.6
corr.vec=NULL
corr.mat=matrix(c(1,-0.3,-0.3,1),2,2)
coef.mat=matrix(c(-0.31375,0.82632,0.31375,0.02271),4,1)
final.corr.mat=overall.corr.mat(n.BB,n.NN,prop.vec,corr.vec=NULL,corr.mat,
coef.mat)