corrZ2phi | R Documentation |
This function computes the phi coefficient derived from dichotomizing bivariate standard normal variables.
corrZ2phi(corrZ, p1, p2)
corrZ |
The correlation of two standard normal variables. |
p1 |
The expected value of the first variable after dichotomization. |
p2 |
The expected value of the second variable after dichotomization. |
The phi coefficient.
Demirtas, H. (2016). A note on the relationship between the phi coefficient and the tetrachoric correlation under nonnormal underlying distributions. The American Statistician, 70(2), 143-148.
tet2phi
set.seed(987) library(moments) y1<-rweibull(n=100000, scale=1, shape=1) y1.skew<-round(skewness(y1), 5) y1.exkurt<-round(kurtosis(y1)-3, 5) gaussmix <- function(n,m1,m2,s1,s2,pi) { I <- runif(n)<pi rnorm(n,mean=ifelse(I,m1,m2),sd=ifelse(I,s1,s2)) } y2<-gaussmix(n=100000, m1=0, s1=1, m2=3, s2=1, pi=0.5) y2.skew<-round(skewness(y2), 5) y2.exkurt<-round(kurtosis(y2)-3, 5) corrZ2phi(corrZ=-0.456, p1=0.85, p2=0.15)
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