project_to_nominal_corr: Copula correlation projection

View source: R/helper_categorical.R

project_to_nominal_corrR Documentation

Copula correlation projection

Description

Project a copula correlation matrix to be the identity at each categorical block

Usage

project_to_nominal_corr(sigma, cat_index_list, eps = 1e-05)

Arguments

sigma

copula correlation

cat_index_list

list indicating the number of levels for each categorical variable

eps

minimal allowed eigenvalue


udellgroup/mixedgcImp documentation built on Jan. 25, 2023, 7:55 p.m.