Computes the tetrachoric correlation matrix. If it is non-positive definite, a nearest positive definite matrix is used.

Description

It computes the tetrachoric correlation matrix using the algorithm described in Emrich and Piedmonte (1991). If the resulting matrix is non-positive definite, a nearest positive definite matrix is returned and the warning message will be printed.

Usage

compute.sigma.star(prop.vec.bin, corr.mat)

Arguments

Value

Tetrachoric correlation matrix

See Also

phi2poly and nearPD

Results