| rho_bounds {RepeatedHighDim} | R Documentation |
Calculate lower and upper the bounds for pairwise correlations
Description
Calculate lower and upper the bounds for pairwise correlations
Usage
rho_bounds(R, p)
Arguments
R |
Correlation matrix |
p |
Vector of marginal frequencies |
Details
The function calculates upper and lower bounds for pairwise correlations given a vector of marginal probabilities as detailed in Emrich and Piedmonte (1991).
Value
A list with three entries:
- L
Matrix of lower bounds
- U
Matrix of upper bounds
- Z
Matrix that indicates whether specified correlations in R are bigger or smaller than the calculated bounds
Author(s)
Jochen Kruppa, Klaus Jung
References
Emrich, L.J., Piedmonte, M.R.: A method for generating highdimensional multivariate binary variates. The American Statistician, 45(4), 302 (1991). doi:10.1080/00031305.1991.10475828
See Also
For more information, please refer to the package's documentation and the tutorial: https://software.klausjung-lab.de/.
Examples
### A simple example
R <- diag(4)
p <- c(0.1, 0.2, 0.4, 0.5)
rho_bounds(R, p)