Description Usage Arguments Details Value Note References See Also Examples
The function computes the lower and upper correlation bounds for the input marginals described by its two arguments.
1 | valid_input_cormat(invcdfnames, paramslists)
|
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. |
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
.
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.
Because of the random samples, the results of the function may be a little #'different each time.
Demirtas, H., Hedeker, D. (2011). A practical way for computing approximate lower and upper correlation bounds. The American Statistician, 65(2):104-109.
BoundingRA
, check_input_cormat
,
gennortaRA
1 2 3 4 5 6 7 8 9 10 |
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