VMTargetCorr: 'VMTargetCorr' Given a target correlation matrix, R, and...

In cbsem: Simulation, Estimation and Segmentation of Composite Based Structural Equation Models

Description

VMTargetCorr Given a target correlation matrix, R, and target values of skewness and kurtosis for each marginal distribution, find the "intermediate" correlation matrix, V

Usage

VMTargetCorr(R, Fcoef)

Arguments

R	desired correlation matrix of transformed variables
Fcoef	either vector with coefficents for the Fleishman transform to be applied to all variables or (nrow(R),3) matrix with different coefficients

Value

V the intermediate correlation matrix

Examples

R <- matrix(c(1, 0.5, 0.3, 0.5 ,1, 0.2 , 0.3, 0.2 , 1),3,3)
coef <-  matrix(c( 0.90475830, 0.14721082, 0.02386092,0.78999781,0.57487681,
                            -0.05473674,0.79338100, 0.05859729, 0.06363759 ),3,3,byrow=TRUE) 
V <- VMTargetCorr(R, coef) 

cbsem documentation built on May 2, 2019, 5:56 a.m.