compute.sigma.star | R Documentation |
It computes the tetrachoric correlation matrix using the algorithm described in Emrich and Piedmonte (1991). If the resulting matrix is non-positive definite, a nearest positive definite matrix is returned and the warning message will be printed.
compute.sigma.star(prop.vec.bin, corr.mat)
prop.vec.bin |
Vector of marginal probabilities |
corr.mat |
Correlation matrix of the binary data |
Tetrachoric correlation matrix
phi2tetra
and nearPD
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