validation.corr {BinNor} | R Documentation |
This function validates the correlation vector and/or matrix for appropriate dimension, symmetry, range, and positive definiteness. If both correlation matrix and correlation vector were supplied, it checks whether the matrix and vector are conformable.
validation.corr(no.bin, no.nor, prop.vec.bin = NULL, corr.vec = NULL, corr.mat = NULL)
no.bin |
Number of binary variables |
no.nor |
Number of normal variables |
prop.vec.bin |
Probability vector for binary variables |
corr.vec |
Vector of elements below the diagonal of correlation matrix ordered columnwise |
corr.mat |
Specified correlation matrix |
validation.bin
, validation.range
d=4 corr.vec=c(0.21,0.61,0.78,0.10,0.12,0.65) corr.mat=lower.tri.to.corr.mat(corr.vec,d) validation.corr (no.bin=2, no.nor=2,prop.vec.bin=c(0.4,0.7), corr.vec,corr.mat=corr.mat)