cmat.star: Computes the correlation of intermediate multivariate normal...

In OrdNor: Concurrent Generation of Ordinal and Normal Data with Given Correlation Matrix and Marginal Distributions

Description

The function computes an intermediate correlation matrix which leads to the target correlation matrix after ordinalization of the samples generated from a multivariate normal distribution with the intermediate correlation matrix.

Usage

cmat.star(plist, CorrMat, no.ord, no.norm)

Arguments

plist	A list of probability vectors corresponding to each ordinal variable. The i-th element of plist is a vector of the cumulative probabilities defining the marginal distribution of the i-th ordinal component of the multivariate variables. If the i-th ordinal variable has k categories, the i-th vector of the plist will contain k-1 probability values. The k-th element is implicitly 1.
CorrMat	The target correlation matrix which must be positive definite and within the valid limits.
no.ord	Number of ordinal variables in the data.
no.norm	Number of normal variables in the data.

Value

An intermediate correlation matrix of size (no.ord + no.norm) \times (no.ord + no.norm)

See Also

validate.target.cormat

Examples

	Sigma = diag(4)
	Sigma[lower.tri(Sigma)] = c(0.42, 0.78, 0.29, 0.37, 0.14, 0.26)
	Sigma = Sigma + t(Sigma)
	diag(Sigma)=1

	marginal = list( c(0.2, 0.5), c(0.4, 0.7, 0.9))
	cmat.star(marginal, Sigma, 2, 2) 

Example output

Loading required package: mvtnorm
Loading required package: corpcor
Loading required package: Matrix
Loading required package: GenOrd
Loading required package: MASS
          [,1]      [,2]      [,3]      [,4]
[1,] 1.0000000 0.5394212 0.8971344 0.3331014
[2,] 0.5394212 1.0000000 0.4070374 0.1537324
[3,] 0.8971344 0.4070374 1.0000000 0.2600000
[4,] 0.3331014 0.1537324 0.2600000 1.0000000

OrdNor documentation built on March 6, 2021, 1:08 a.m.