rho_bounds: Calculate lower and upper the bounds for pairwise...

Description Usage Arguments Details Value Author(s) References Examples

View source: R/binary_data.R

Description

Calculate lower and upper the bounds for pairwise correlations

Usage

1
rho_bounds(R = diag(length(p)), p)

Arguments

R

Correlation matrix

p

Vector of marginal frequencies

Details

The function calculates upper and lower bounds for pairwise correlations given a vector of marginal probabilities as detailed in Emrich and Piedmonte (1991).

Value

A list with three entries:

L

Matrix of lower bounds

U

Matrix of upper bounds

Z

Matrix that indicates whether specified correlations in R are bigger or smaller than the calculated bounds

Author(s)

Jochen Kruppa, Klaus Jung

References

Emrich, L.J., Piedmonte, M.R.: A method for generating highdimensional multivariate binary variates. The American Statistician 45(4), 302 (1991).

Examples

1
2
3
4
5
### A simple example
R <- diag(4)
p <- c(0.1, 0.2, 0.4, 0.5)

rho_bounds(R, p)

jkruppa/RepeatedHighDim documentation built on May 19, 2019, 12:45 p.m.