Validates input correlation matrix

Description

Checks symmetry, positive definiteness, conformity and range of the correlation matrix.

Usage

validation.CorrMat(prop.vec.bin, CorrMat)

Arguments

Details

This function checks the correlation matrix for basic properties of correlation matrix, such as symmetry and positive definiteness. In addition it verifies that all the correlations are in valid range for the calculated binary marginal probabilities. Range violation error message indicates that ordinal data with the specified correlations cannot be generated due to distributional constraints.

See Also

find.binary.prob

Results