valid_input_cormat: Computes the lower and upper correlation bounds for the input...

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

Description

The function computes the lower and upper correlation bounds for the input marginals described by its two arguments.

Usage

valid_input_cormat(invcdfnames, paramslists)

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.

Details

The function computes the lower and upper correlation bounds for the input marginals. And returns a list of lower and upper correlation matrices for the target correlations based on the marginals, the matrices' dimensions are decided by the length of invcdfnames.

Value

A list of two matrices. The min_valid_cormat contains the lower bounds and the max_valid_cormat contains the upper bounds of the feasible correlations.

Note

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

References

Demirtas, H., Hedeker, D. (2011). A practical way for computing approximate lower and upper correlation bounds. The American Statistician, 65(2):104-109.

See Also

BoundingRA, check_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)
                 )
valid_input_cormat(invcdfnames, paramslists)

## End(Not run)

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