validation.corr {BinNonNor} | R Documentation |
Validates the specified correlation matrix
Description
This function validates the specified correlation vector and/or matrix for appropriate dimension, symmetry, range, and positive definiteness. If both correlation matrix and correlation vector are supplied, it checks whether the matrix and vector are conformable.
Usage
validation.corr(n.BB, n.NN, corr.vec = NULL, corr.mat = NULL)
Arguments
n.BB |
Number of binary variables. |
n.NN |
Number of continuous non-normal variables. |
corr.vec |
Vector of elements below the diagonal of correlation matrix ordered columnwise. |
corr.mat |
Specified correlation matrix. |
Value
The function returns TRUE if no specification problem is encountered. Otherwise, it returns an error message.
See Also
correlation.limits
, correlation.bound.check
Examples
n.BB=2
n.NN=4
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)
validation.corr(n.BB,n.NN,corr.vec=NULL,corr.mat)
n.BB=2
n.NN=4
corr.vec=c(-0.3,-0.3,-0.3,-0.3,-0.3,-0.3,-0.3,-0.3,-0.3,0.4,0.5,0.6,0.7,0.8,0.9)
validation.corr(n.BB,n.NN,corr.vec,corr.mat=NULL)
## Not run:
n.BB=0
n.NN=4
validation.corr(n.BB,n.NN,corr.vec=NULL,corr.mat)
n.BB=2
n.NN=0
validation.corr(n.BB,n.NN=0,corr.vec=NULL,corr.mat)
corr.matc=corr.mat[3:6,3:6]
validation.corr(n.BB=0,n.NN=4,corr.vec=NULL,corr.mat=corr.matc)
corr.mat[2,1]=0.5
validation.corr(n.BB,n.NN,corr.vec=NULL,corr.mat)
corr.mat[1,2]=0.5
corr.mat[3,1]=1.5
corr.mat[1,3]=1.5
validation.corr(n.BB,n.NN,corr.vec=NULL,corr.mat)
npd<-matrix(c(1, 0.477, 0.644, 0.478, 0.651, 0.826,
0.477, 1, 0.516, 0.233, 0.682, 0.75,
0.644, 0.516, 1, 0.599, 0.581, 0.742,
0.478, 0.233, 0.599, 1, 0.741, 0.8,
0.651, 0.682, 0.581, 0.741, 1, 0.798,
0.826, 0.75, 0.742, 0.8, 0.798, 1),
nrow = 6, ncol = 6)
validation.corr(n.BB,n.NN,corr.vec=NULL,corr.mat=npd)
n.BB=1
n.NN=0
corr.mat<-diag(1)
validation.corr(n.BB,n.NN,corr.vec=NULL,corr.mat)
## End(Not run)
[Package BinNonNor version 1.5.3 Index]