This function computes the intermediate correlation matrix of the multivariate normal distribution that provides a basis for subsequent tranformations.
Usage
intercor.all(cmat, pmat, lamvec)
Arguments
cmat
a (n1+n2)x(n1+n2) matrix of specified correlations.
pmat
a n2x4 matrix where each row includes the four coefficients (a,b,c,d) of the Fleishman's system.
lamvec
a vector of lambda values of length n1.
Details
This function assembles all three submatrices that are pertinent to all continuous-continuous, count-count, and count-continuous pairs.
Value
Returns an intermediate matrix of size (n1+n2)x(n1+n2).