bounds.corr.GSC.NN {PoisNonNor} | R Documentation |
Computes the approximate lower and upper bounds of the correlation matrix entries for the continuous pairs
Description
This function calculates the approximate lower and upper bounds for all continuous pairs by the method in Demirtas and Hedeker (2011).
Usage
bounds.corr.GSC.NN(pmat)
Arguments
pmat |
a n2x4 matrix where each row includes the four coefficients (a,b,c,d) of the Fleishman's system. |
Details
The approximate correlation bounds are computed via the 'Generate, Sort, and Correlate' (GSC) technique, proposed by Demirtas and Hedeker (2011).
Value
Returns a list with two components
min |
lower correlation bound matrix |
max |
upper correlation bound matrix |
References
Demirtas, H. and Hedeker, D. (2011). A practical way for computing approximate lower and upper correlation bounds. The American Statistician, 65(2), 104-109.
See Also
bounds.corr.GSC.NNP
, bounds.corr.GSC.PP
Examples
## Not run:
pmat = matrix(c(
0.1148643, 1.0899150, -0.1148643, -0.0356926,
-0.0488138, 0.9203374, 0.0488138, 0.0251256,
-0.2107427, 1.0398224, 0.2107427, -0.0293247), nrow=3, byrow=TRUE)
bounds.corr.GSC.NN (pmat)
## End(Not run)
[Package PoisNonNor version 1.6.3 Index]