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.

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]