Finds the feasible correlation range for a pair of continuous variables

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Description

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).

Usage

1
Limit_forNN(skew.vec, kurto.vec)

Arguments

skew.vec

The skewness vector for continuous variables.

kurto.vec

The kurtosis vector for continuous variables.

Value

A vector of two elements. The first element is the lower bound and the second element is the upper bound.

References

Demirtas, H., Hedeker, D. (2011). A practical way for computing approximate lower and upper correlation bounds. The American Statistician, 65(2), 104-109.

See Also

Fleishman.coef.NN

Examples

1
Limit_forNN(skew.vec=c(1,2),kurto.vec=c(2,7))