valid.limits.BinOrdNN {BinOrdNonNor} | R Documentation |
Computes the lower and upper bounds of correlation in the form of two matrices
Description
The function computes the lower and upper bounds for the correlation entries based on the marginal distributions of the variables.
Usage
valid.limits.BinOrdNN(plist, skew.vec, kurto.vec, no.bin, no.ord, no.NN)
Arguments
plist |
A list of probability vectors corresponding to each binary/ordinal variable. The i-th element of |
skew.vec |
The skewness vector for continuous variables. |
kurto.vec |
The kurtosis vector for continuous variables. |
no.bin |
Number of binary variables. |
no.ord |
Number of ordinal variables. |
no.NN |
Number of continuous variables. |
Value
A list of two matrices. The one named lower contains the lower bounds and the other named upper contains the upper bounds of the feasible correlations.
See Also
Examples
marginal <- list(0.2, c(0.4, 0.7, 0.9))
valid.limits.BinOrdNN(plist=marginal, skew.vec=c(1,2), kurto.vec=c(2,7),
no.bin=1, no.ord=1, no.NN=2)