validation.corr: Validates the specified correlation matrix

In BinNor: Simultaneous Generation of Multivariate Binary and Normal Variates

Validates the specified correlation matrix

Description

This function validates the correlation vector and/or matrix for appropriate dimension, symmetry, range, and positive definiteness. If both correlation matrix and correlation vector were supplied, it checks whether the matrix and vector are conformable.

Usage

validation.corr(no.bin, no.nor, prop.vec.bin = NULL, 
		corr.vec = NULL, corr.mat = NULL)

Arguments

no.bin	Number of binary variables
no.nor	Number of normal variables
prop.vec.bin	Probability vector for binary variables
corr.vec	Vector of elements below the diagonal of correlation matrix ordered columnwise
corr.mat	Specified correlation matrix

See Also

validation.bin, validation.range

Examples

d=4
corr.vec=c(0.21,0.61,0.78,0.10,0.12,0.65)
corr.mat=lower.tri.to.corr.mat(corr.vec,d)	


validation.corr (no.bin=2, no.nor=2,prop.vec.bin=c(0.4,0.7), 
		corr.vec,corr.mat=corr.mat)

BinNor documentation built on April 15, 2025, 1:30 a.m.