check_input_cormat: Test the input correlation matrix weather it is in the...

In superdesolator/NORTARA: An implementation of NORTA approach with bounding RA algorithm

Description

The function uses the lower and upper correlation bounds from results of the function valid_input_cormat to test the users' input correlation matrix.

Usage

check_input_cormat(invcdfnames, paramslists, cor_matrix)

Arguments

invcdfnames	A character sequence of the marginals' inverse cdf names.
paramslists	A list contains lists of params of the marginals as the same order as invcdfnames, the names of the arguments of the inner lists should keep the same with the function arguments matching rules with the arguments of invcdfnames functions.
cor_matrix	The input correlation matrix to be checked.

Details

The function uses the lower and upper correlation bounds from results of the function valid_input_cormat to test the users' input correlation matrix. If all the elements in the input correlation matrix are in the bounds, the function will return TRUE, otherwise it will print out the elements' positions in the input correlation matrix which are out of the lower and upper bounds.

Value

If all the elements of the input correlation matrix all in the bounds the function will return TRUE, otherwise it will print messages about the out of bounds #'elements' positions and then give an error message to users.

Note

Because of the random samples, the results of the function may be a little different each time.

See Also

BoundingRA, valid_input_cormat, gennortaRA

Examples

## Not run: 
invcdfnames <- c("qt","qpois","qnorm")
paramslists <- list(
               m1 = list(df = 3),
               m2 = list(lambda = 5),
               m3 = list(mean = 0, sd = 1)
                 )
cor_matrix_correct <- matrix(c(1,0.5,-0.3,0.5,1,0.4,-0.3,0.4,1), 3)
cor_matrix_wrong <- matrix(c(1,0.94,-0.3,0.94,1,0.4,-0.3,0.4,1), 3)
check_input_cormat(invcdfnames, paramslists, cor_matrix_correct)
check_input_cormat(invcdfnames, paramslists, cor_matrix_wrong)

## End(Not run)

superdesolator/NORTARA documentation built on May 30, 2019, 8:40 p.m.