R: Computes lower and upper correlation bounds for each pair of...
correlation.limits
R Documentation
Computes lower and upper correlation bounds for each pair of variables
Description
This function computes lower and upper limits for pairwise correlations of Poisson-Poisson,
Poisson-binary, Poisson-continuous, binary-binary, binary-continuous, and continuous-continuous combinations.
Matrix of coefficients produced from fleishman.coef.
Details
While the function computes the exact lower and upper bounds for pairwise correlations among
binary-binary variables as formulated in Demirtas et al. (2012), it computes approximate lower and
upper bounds for pairwise correlations among Poisson-Poisson, Poisson-binary, Poisson-continuous,
binary-continuous, and continuous-continuous variables through the method suggested by Demirtas and Hedeker (2011).
Value
The function returns a matrix of size (n.P + n.B + n.C)*(n.P + n.B + n.C), where the lower triangular
part of the matrix contains the lower bounds and the upper triangular part of the matrix contains the
upper bounds of the feasible correlations.
References
Demirtas, H. and Hedeker, D. (2011). A practical way for computing approximate lower and upper
correlation bounds. The American Statistician, 65(2), 104-109.
Demirtas, H., Hedeker, D., and Mermelstein, R.J. (2012). Simulation of massive public health data
by power polynomials. Statistics in Medicine, 31(27), 3337-3346.
See Also
validation.corr, correlation.bound.check
Examples
## Not run:
n.P<-3
n.B<-2
n.C<-3
lambda.vec<-c(1,2,3)
prop.vec<-c(0.3,0.5)
coef.mat<-matrix(c(
-0.3137491, 0.0000000, 0.1004464,
0.8263239, 1.0857433, 1.1050196,
0.3137491, 0.0000000, -0.1004464,
0.0227066, -0.0294495, -0.0400078),4,3,byrow=F)
#Correlation limits among Poisson variables
correlation.limits(n.P,n.B=0,n.C=0,lambda.vec,prop.vec=NULL,coef.mat=NULL)
#See also Cor.PP.Limit in R package PoisNor
#Correlation limits among binary variables
correlation.limits(n.P=0,n.B,n.C=0,lambda.vec=NULL,prop.vec,coef.mat=NULL)
#See also correlation.limits in R package BinNonNor
#Correlation limits among continuous variables
correlation.limits(n.P=0,n.B=0,n.C,lambda.vec=NULL,prop.vec=NULL,coef.mat)
#Correlation limits among Poisson and binary variables and within themselves.
correlation.limits(n.P,n.B,n.C=0,lambda.vec,prop.vec,coef.mat=NULL)
#Correlation limits among Poisson and continuous variables and within themselves.
correlation.limits(n.P,n.B=0,n.C,lambda.vec,prop.vec=NULL,coef.mat)
#Correlation limits among binary and continuous variables and within themselves.
correlation.limits(n.P=0,n.B,n.C,lambda.vec=NULL,prop.vec,coef.mat)
#Correlation limits among Poisson, binary, and continuous variables and within themselves.
correlation.limits(n.P,n.B,n.C,lambda.vec,prop.vec,coef.mat)
n.P<-2
lambda.vec=c(-1,1)
correlation.limits(n.P,n.B=0,n.C=0,lambda.vec,prop.vec=NULL,coef.mat=NULL)
## End(Not run)