Description Usage Arguments Details Value References See Also Examples

View source: R/correlation.limits.R

This function computes lower and upper limits for pairwise correlations of Poisson-Poisson, Poisson-binary, Poisson-continuous, binary-binary, binary-continuous, and continuous-continuous combinations.

1 2 | ```
correlation.limits(n.P, n.B, n.C, lambda.vec = NULL, prop.vec = NULL,
coef.mat = NULL)
``` |

`n.P` |
Number of Poisson variables. |

`n.B` |
Number of binary variables. |

`n.C` |
Number of continuous variables. |

`lambda.vec` |
Rate vector for Poisson variables. |

`prop.vec` |
Proportion vector for binary variables. |

`coef.mat` |
Matrix of coefficients produced from |

While the function computes the exact lower and upper bounds for pairwise correlations among binary-binary variables as formulated in Demirtas et al. (2012), it computes approximate lower and upper bounds for pairwise correlations among Poisson-Poisson, Poisson-binary, Poisson-continuous, binary-continuous, and continuous-continuous variables through the method suggested by Demirtas and Hedeker (2011).

The function returns a matrix of size (n.P + n.B + n.C)*(n.P + n.B + n.C), where the lower triangular part of the matrix contains the lower bounds and the upper triangular part of the matrix contains the upper bounds of the feasible correlations.

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

Demirtas, H., Hedeker, D., and Mermelstein, R.J. (2012). Simulation of massive public health data by power polynomials. Statistics in Medicine, 31(27), 3337-3346.

`validation.corr`

, `correlation.bound.check`

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 | ```
## Not run:
n.P<-3
n.B<-2
n.C<-3
lambda.vec<-c(1,2,3)
prop.vec<-c(0.3,0.5)
coef.mat<-matrix(c(
-0.3137491, 0.0000000, 0.1004464,
0.8263239, 1.0857433, 1.1050196,
0.3137491, 0.0000000, -0.1004464,
0.0227066, -0.0294495, -0.0400078),4,3,byrow=F)
#Correlation limits among Poisson variables
correlation.limits(n.P,n.B=0,n.C=0,lambda.vec,prop.vec=NULL,coef.mat=NULL)
#See also Cor.PP.Limit in R package PoisNor
#Correlation limits among binary variables
correlation.limits(n.P=0,n.B,n.C=0,lambda.vec=NULL,prop.vec,coef.mat=NULL)
#See also correlation.limits in R package BinNonNor
#Correlation limits among continuous variables
correlation.limits(n.P=0,n.B=0,n.C,lambda.vec=NULL,prop.vec=NULL,coef.mat)
#Correlation limits among Poisson and binary variables and within themselves.
correlation.limits(n.P,n.B,n.C=0,lambda.vec,prop.vec,coef.mat=NULL)
#Correlation limits among Poisson and continuous variables and within themselves.
correlation.limits(n.P,n.B=0,n.C,lambda.vec,prop.vec=NULL,coef.mat)
#Correlation limits among binary and continuous variables and within themselves.
correlation.limits(n.P=0,n.B,n.C,lambda.vec=NULL,prop.vec,coef.mat)
#Correlation limits among Poisson, binary, and continuous variables and within themselves.
correlation.limits(n.P,n.B,n.C,lambda.vec,prop.vec,coef.mat)
n.P<-2
lambda.vec=c(-1,1)
correlation.limits(n.P,n.B=0,n.C=0,lambda.vec,prop.vec=NULL,coef.mat=NULL)
## End(Not run)
``` |

PoisBinNonNor documentation built on Jan. 3, 2018, 7:09 p.m.

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