Convert Binary Correlation Matrix to Matrix of Joint Probabilities

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Description

Compute a matrix of common probabilities for a binary random vector from given marginal probabilities and correlations.

Usage

1
bincorr2commonprob(margprob, bincorr)

Arguments

margprob

vector of marginal probabilities.

bincorr

matrix of binary correlations.

Value

The matrix of common probabilities. This has the probabilities that variable i equals 1 in element (i,i), and the joint probability that variables i and j both equal 1 in element (i,j) (if i != j).

Author(s)

Friedrich Leisch

References

Friedrich Leisch, Andreas Weingessel and Kurt Hornik (1998). On the generation of correlated artificial binary data. Working Paper Series, SFB “Adaptive Information Systems and Modelling in Economics and Management Science”, Vienna University of Economics, http://www.wu-wien.ac.at/am

See Also

commonprob2sigma, simul.commonprob.