Finds the feasible correlation range for a pair of continuous variables
The function computes the lower and upper correlation bounds of a pairwise correlation between two continuous variables using generate, sort and correlate (GSC) algorithm in Demirtas and Hedeker (2011).
The skewness vector for continuous variables.
The kurtosis vector for continuous variables.
A vector of two elements. The first element is the lower bound and the second element is the upper bound.
Demirtas, H., Hedeker, D. (2011). A practical way for computing approximate lower and upper correlation bounds. The American Statistician, 65(2), 104-109.
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