esti_polyserial: Polyserial Correlation

In MCCM: Mixed Correlation Coefficient Matrix

Polyserial Correlation

Description

Estimate the polyserial correlation coefficient.

Usage

esti_polyserial(X, maxn = 100, e = 1e-08)

Arguments

X	a matrix(2*N) or dataframe contains two polyserial variable(Continuous variable first).
maxn	the maximum iterations times.
e	the maximum tolerance of convergence.

Value

rho	estimated value of polyserial correlation coefficient.
std	standard deviation of rho.
iter	times of iteration convergence.
Ex, Ey	the support point of regression model.

References

Zhang, P., Liu, B., & Pan, J. (2024). Iteratively Reweighted Least Squares Method for Estimating Polyserial and Polychoric Correlation Coefficients. Journal of Computational and Graphical Statistics, 33(1), 316–328. https://doi.org/10.1080/10618600.2023.2257251

See Also

esti_polychoric

Examples

X = gen_polyseries(1000,0.5,-1:1)
result = esti_polyserial(X)
result

MCCM documentation built on May 29, 2024, 12:09 p.m.