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MCCM: Mixed Correlation Coefficient Matrix
The IRLS (Iteratively Reweighted Least Squares) and GMM (Generalized Method of Moments) methods are applied to estimate mixed correlation coefficient matrix (Pearson, Polyseries, Polychoric), which can be estimated in pairs or simultaneously. For more information see Peng Zhang and Ben Liu (2024) <doi:10.1080/10618600.2023.2257251>; Ben Liu and Peng Zhang (2024) <doi:10.48550/arXiv.2404.06781>.
Getting started
Browse package contents
Package details |
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| Author | Ben Liu [aut, cre], Peng Zhang [ths], Xiaowei Lou [aut, dtc] |
| Maintainer | Ben Liu <12035024@zju.edu.cn> |
| License | GPL |
| Version | 0.1.0 |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
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