overall.corr.mat {PoisBinOrd} | R Documentation |
Computes the final intermediate correlation matrix
Description
This function computes the final correlation matrix by combining pairwise intermediate correlation matrix entries for Poisson-Poisson, Poisson-binary, Poisson-ordinal, binary-binary, binary-ordinal, and ordinal-ordinal combinations. If the resulting correlation matrix is not positive definite, a nearest positive matrix will be used.
Usage
overall.corr.mat(n.P, n.B, n.O, lambda.vec = NULL, prop.vec = NULL, prop.list = NULL,
corr.vec = NULL, corr.mat = NULL)
Arguments
n.P |
Number of Poisson variables. |
n.B |
Number of binary variables. |
n.O |
Number of ordinal variables. |
lambda.vec |
Rate vector for Poisson variables. |
prop.vec |
Probability vector for binary variables. |
prop.list |
A list of probability vectors for ordinal variables. |
corr.vec |
Vector of elements below the diagonal of correlation matrix ordered column-wise. |
corr.mat |
Specified correlation matrix. |
Value
A matrix of size (n.P+n.B+n.O)*(n.P+n.B+n.O)
See Also
intermediate.corr.PP
, intermediate.corr.BO
,intermediate.corr.PBO
Examples
## Not run:
n.P<-1
n.B<-1
n.O<-1
lambda.vec<-c(1)
prop.vec<-c(0.3)
prop.list<-list(c(0.3,0.6))
corr.vec=NULL
corr.mat=matrix(c(1,0.2,0.1,0.2,1,0.5,0.1,0.5,1),3,3)
finalmat=overall.corr.mat(n.P,n.B,n.O,lambda.vec,prop.vec,prop.list,corr.vec=NULL,
corr.mat)
## End(Not run)