BinOrdNonNor (version 1.5.2)

valid.limits.BinOrdNN: Computes the lower and upper bounds of correlation in the form of two matrices

Description

The function computes the lower and upper bounds for the correlation entries based on the marginal distributions of the variables.

Usage

valid.limits.BinOrdNN(plist, skew.vec, kurto.vec, no.bin, no.ord, no.NN)

Arguments

plist

A list of probability vectors corresponding to each binary/ordinal variable. The i-th element of plist is a vector of the cumulative probabilities defining the marginal distribution of the i-th component of the multivariate variables, which is binary/ordinal. If the i-th variable is binary, the i-th vector of plist will contain 1 probability value. If the i-th variable is ordinal with k categories (k > 2), the i-th vector of plist will contain (k-1) probability values. The k-th element is implicitly 1.

skew.vec

The skewness vector for continuous variables.

kurto.vec

The kurtosis vector for continuous variables.

no.bin

Number of binary variables.

no.ord

Number of ordinal variables.

no.NN

Number of continuous variables.

Value

A list of two matrices. The one named lower contains the lower bounds and the other named upper contains the upper bounds of the feasible correlations.

See Also

LimitforNN, LimitforONN

Examples

# NOT RUN {
marginal <- list(0.2, c(0.4, 0.7, 0.9))
valid.limits.BinOrdNN(plist=marginal, skew.vec=c(1,2), kurto.vec=c(2,7), 
                      no.bin=1, no.ord=1, no.NN=2)
# }