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Last data update: 2014.03.03

R: Computes an intermediate correlation matrix for continuous...

intermediate.corr.CC

R Documentation

Computes an intermediate correlation matrix for continuous variables given the specified correlation matrix

Description

This function computes the intermediate correlation matrix for continuous-continuous combinations as formulated in Demirtas et al. (2012).

Usage

intermediate.corr.CC(n.P, n.B, n.C, coef.mat = NULL, corr.vec = NULL, corr.mat = NULL)

Arguments

`n.P`	Number of Poisson variables.
`n.B`	Number of binary variables.
`n.C`	Number of continuous variables.
`coef.mat`	Matrix of coefficients produced from `fleishman.coef`.
`corr.vec`	Vector of elements below the diagonal of correlation matrix ordered column-wise.
`corr.mat`	Specified correlation matrix.

Value

A correlation matrix of size n.C*n.C.

References

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.

Vale, C.D. and Maurelli, V.A. (1983). Simulating multivariate nonnormal distributions. Psychometrika, 48(3), 465-471.

Examples

## Not run: 
n.P=2
n.C=4
coef.mat=matrix(c(
 -0.31375,  0.00000,  0.10045, -0.10448,
  0.82632,  1.08574,  1.10502,  0.98085,
  0.31375,  0.00000, -0.10045,  0.10448,
  0.02271, -0.02945, -0.04001,  0.00272),4,byrow=TRUE)
corr.vec = NULL
corr.mat=matrix(c(1.0,-0.3,-0.3,-0.3,-0.3,-0.3,
-0.3,1.0,-0.3,-0.3,-0.3,-0.3,
-0.3,-0.3,1.0,0.4,0.5,0.6,
-0.3,-0.3,0.4,1.0,0.7,0.8,
-0.3,-0.3,0.5,0.7,1.0,0.9,
-0.3,-0.3,0.6,0.8,0.9,1.0),6,byrow=TRUE)

intmatCC=intermediate.corr.CC(n.P,n.B=0,n.C,coef.mat,corr.vec=NULL,corr.mat)
intmatCC

## End(Not run)