overall.corr.mat: Computes the final correlation matrix

In BinNonNor: Data Generation with Binary and Continuous Non-Normal Components

Description

This function computes the final correlation matrix by combining tetrachoric correlation for binary-binary combinations, biserial correlations for binary-continuous combinations, and intermediate correlation matrix for continuous-continuous combinations.

Usage

overall.corr.mat(n.BB, n.NN, prop.vec = NULL, corr.vec = NULL, corr.mat = NULL, 
coef.mat = NULL)

Arguments

n.BB	Number of binary variables.
n.NN	Number of continuous non-normal variables.
prop.vec	Probability vector for binary variables.
corr.vec	Vector of elements below the diagonal of correlation matrix ordered columnwise.
corr.mat	Specified correlation matrix.
coef.mat	Matrix of coefficients produced from fleishman.coef.

Value

A matrix of size (n.BB+n.NN)*(n.BB+n.NN).

References

Demirtas, H., Hedeker, D., and Mermelstein, R.J. (2012). Simulation of massive public health data by power polynomials. Statistics in Medicine, 31(27), 3337-3346.

See Also

fleishman.coef, Tetra.Corr.BB, Int.Corr.NN, Biserial.Corr.BN

Examples

n.BB=2
n.NN=4
prop.vec=c(0.4,0.7)
corr.vec=NULL
corr.mat=matrix(c(1.0,-0.3,-0.3,-0.3,-0.3,-0.3,
-0.3,1.0,-0.3,-0.3,-0.3,-0.3,
-0.3,-0.3,1.0,0.4,0.5,0.6,
-0.3,-0.3,0.4,1.0,0.7,0.8,
-0.3,-0.3,0.5,0.7,1.0,0.9,
-0.3,-0.3,0.6,0.8,0.9,1.0),6,byrow=TRUE)

coef.mat=matrix(c(
 -0.31375,  0.00000,  0.10045, -0.10448,
  0.82632,  1.08574,  1.10502,  0.98085,
  0.31375,  0.00000, -0.10045,  0.10448,
  0.02271, -0.02945, -0.04001,  0.00272),4,byrow=TRUE)

final.corr.mat=overall.corr.mat(n.BB,n.NN,prop.vec,corr.vec=NULL,corr.mat,
coef.mat)

corr.mat.BB=corr.mat[1:2,1:2]
final.corr.mat=overall.corr.mat(n.BB,n.NN=0,prop.vec,corr.vec=NULL,
corr.mat=corr.mat.BB,coef.mat=NULL)

corr.mat.NN=corr.mat[3:6,3:6]
final.corr.mat=overall.corr.mat(n.BB=0,n.NN,prop.vec=NULL,corr.vec=NULL, 
corr.mat=corr.mat.NN,coef.mat)


n.BB=1
n.NN=1
prop.vec=0.6
corr.vec=NULL
corr.mat=matrix(c(1,-0.3,-0.3,1),2,2)
coef.mat=matrix(c(-0.31375,0.82632,0.31375,0.02271),4,1)
final.corr.mat=overall.corr.mat(n.BB,n.NN,prop.vec,corr.vec=NULL,corr.mat,
coef.mat)

BinNonNor documentation built on March 22, 2021, 9:08 a.m.