R: Computes the approximate lower and upper bounds of the...
bounds.corr.GSC.NNP
R Documentation
Computes the approximate lower and upper bounds of the correlation matrix entries for the continuous-count pairs
Description
This function calculates the approximate lower and upper bounds for all continuous-count pairs by the method in Demirtas and Hedeker (2011).
Usage
bounds.corr.GSC.NNP(lamvec, pmat)
Arguments
lamvec
a vector of lambda values of length n1.
pmat
a n2x4 matrix where each row includes the four coefficients (a,b,c,d) of the Fleishman's system.
Details
The approximate correlation bounds are computed via the 'Generate, Sort and Correlate' (GSC) technique, proposed by Demirtas and Hedeker (2011).
Value
Returns a list with two components, both are matrices of size n1xn2 where n1 and n2 are the number of count and continuous variables, respectively.
min
lower correlation bound matrix
max
upper correlation bound matrix
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.