valid.limits: Computes the lower and upper bounds of correlation in the...

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

Description

The function computes the lower and upper bounds for the target correlation based on the marginal probabilities.

Usage

valid.limits(plist, 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.
no.ord	Number of ordinal variables.
no.norm	Number of normal variables.

Details

The function returns a list of two matrices. The lower contains the lower bounds and the upper contains the upper bounds of the feasible correlations.

Examples

marginal = list( c(0.2, 0.5), c(0.4, 0.7, 0.9))
valid.limits (marginal, 2,2)

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