rhoMaxEx

<p>the vector of marginal probabilities with dimension m</p>

<p>For calculating the maximal allowed correlation
coefficient for binary data with exchangeable structure.</p>

We design algorithms with linear time complexity with respect to the dimension for three commonly studied correlation structures, including exchangeable, decaying-product and K-dependent correlation structures, and extend the algorithms to generate binary data of general non-negative correlation matrices with quadratic time complexity. Jiang, W., Song, S.,  Hou, L. and Zhao, H. "A set of efficient methods to generate high-dimensional binary data with specified correlation structures." The American Statistician. See <doi:10.1080/00031305.2020.1816213> for a detailed presentation of the method.

Shuang Song

rhoMaxEx: For calculating the maximal allowed correlation coefficient for binary data with exchangeable structure.

Description

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