Validates the specified correlation matrix

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Description

This function validates the specified correlation vector and/or matrix for appropriate dimension, symmetry, range, and positive definiteness. If both correlation matrix and correlation vector were supplied, it checks whether the matrix and vector are conformable.

Usage

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validation.corr(n.P, n.B, n.O, corr.vec = NULL, corr.mat = NULL)

Arguments

n.P

Number of Poisson variables.

n.B

Number of binary variables.

n.O

Number of ordinal variables.

corr.vec

Vector of elements below the diagonal of correlation matrix ordered column-wise.

corr.mat

Specified correlation matrix.

Value

The function returns TRUE if no specification problem is encountered. Otherwise, it returns an error message.

See Also

correlation.limits, correlation.bound.check

Examples

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n.P<-1
n.B<-1
n.O<-1
corr.vec=c(0.2,0.1,0.5)
validation.corr(n.P,n.B,n.O,corr.vec,corr.mat=NULL)

n.P<-2
n.B<-2
n.O<-2
corr.mat=matrix(0.5,6,6)
diag(corr.mat)=1
validation.corr(n.P,n.B,n.O,corr.vec=NULL,corr.mat)