FactorCopulaModel (version 0.1.1)

bifactor2cor: Bi-factor partial correlations to correlation matrix

Description

Bi-factor partial correlations to correlation matrix, determinant, inverse

Usage

bifactor2cor(grsize,rh1,rh2)

Value

list with Rmat = correlation matrix; det = det(Rmat); Rinv = solve(Rmat)

Arguments

grsize

vector with group sizes: d_1,d_2,...,d_G for G groups

rh1

vector of length sum(grsize) of correlation with global latent variable, ordered by group index

rh2

vector of length sum(grsize) of partial correlation with group latent variable given global

Examples

grsize = c(5,5,3) 
d = sum(grsize)
bifpar = c(0.84,0.63,0.58,0.78,0.79, 0.87,0.80,0.74,0.71,0.57, 0.83,0.77,0.80,
0.67,0.58,0.15,0.70,0.47,   0.32,0.27,0.73,0.19,0.12,   0.35,0.23,0.53)
bifobj = bifactor2cor(grsize,bifpar[1:d],bifpar[(d+1):(2*d)])
rmat = bifobj$Rmat
print(det(rmat)-bifobj$det)
print(max(abs(solve(rmat)-bifobj$Rinv)))
bifobj2 = bifactor2cor_v2(grsize,bifpar[1:d],bifpar[(d+1):(2*d)])
rmat2 = bifobj2$Rmat
print(det(rmat2)-bifobj2$det)
print(max(abs(solve(rmat2)-bifobj2$Rinv)))