compute.sigma.star {MultiOrd}

Computes the tetrachoric correlation matrix. If it is non-positive definite, a nearest positive definite matrix is used.

Description

It computes the tetrachoric correlation matrix using the algorithm described in Emrich and Piedmonte (1991). If the resulting matrix is non-positive definite, a nearest positive definite matrix is returned and the warning message will be printed.

Usage

compute.sigma.star(prop.vec.bin, corr.mat)

Arguments

prop.vec.bin

Vector of marginal probabilities

corr.mat

Correlation matrix of the binary data

Value

Tetrachoric correlation matrix

See Also

phi2tetra and nearPD