commonprob2sigma: Calculate a Covariance Matrix for the Normal Distribution...

In bindata: Generation of Artificial Binary Data

Calculate a Covariance Matrix for the Normal Distribution from a Matrix of Joint Probabilities

Description

Computes a covariance matrix for a normal distribution which corresponds to a binary distribution with marginal probabilities given by diag(commonprob) and pairwise probabilities given by commonprob.

For the simulations the values of simulvals are used.

If a non-valid covariance matrix is the result, the program stops with an error in the case of NA arguments and yields are warning message if the matrix is not positive definite.

Usage

commonprob2sigma(commonprob, simulvals)

Arguments

commonprob	matrix of pairwise probabilities.
simulvals	array received by simul.commonprob.

Value

A covariance matrix is returned with the same dimensions as commonprob.

Author(s)

Friedrich Leisch

References

\bibshow

bindata::Leisch+Weingessel+Hornik:1998

See Also

simul.commonprob

Examples

m <- cbind(c(1/2,1/5,1/6),c(1/5,1/2,1/6),c(1/6,1/6,1/2))
sigma <- commonprob2sigma(m)

bindata documentation built on Feb. 18, 2026, 1:07 a.m.