valid_input_cormat: Computes the lower and upper correlation bounds for the input...
In NORTARA: Generation of Multivariate Data with Arbitrary Marginals

Description Usage Arguments Details Value Note References See Also Examples

View source: R/valid_input_cormat.R

The function computes the lower and upper correlation bounds for the input marginals.

1	valid_input_cormat(invcdfnames, paramslists)

`invcdfnames`	A character sequence of the marginals' inverse cdf names.
`paramslists`	A list contains lists of params of the marginals as the same order as `invcdfnames`.

The function computes the lower and upper correlation bounds for the input marginals. And returns a list of lower and upper correlation matrices for the target correlations based on the marginals, the matrices' dimensions are decided by the length of invcdfnames.

A list of two matrices. The min_valid_cormat contains the lower bounds and the max_valid_cormat contains the upper bounds of the feasible correlations.

Because of the random samples, the results of the function may be a little different each time.

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

BoundingRA, check_input_cormat, genNORTARA

## Not run: 
invcdfnames <- c("qt","qpois","qnorm")
paramslists <- list(
               m1 = list(df = 3),
               m2 = list(lambda = 5),
               m3 = list(mean = 0, sd = 1)
                 )
valid_input_cormat(invcdfnames, paramslists)

## End(Not run)