validation.corr {BinNor}

Validates the specified correlation matrix

Description

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.

Usage

validation.corr(no.bin, no.nor, prop.vec.bin = NULL, 
		corr.vec = NULL, corr.mat = NULL)

Arguments

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

See Also

validation.bin, validation.range

Examples

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)