gen_CCM

Generate a positive semidefinite correlation coefficients matrix

The IRLS (Iteratively Reweighted Least Squares) and GMM (Generalized Method of Moments) methods are applied to estimate mixed correlation coefficient matrix (Pearson, Polyseries, Polychoric), which can be estimated in pairs or simultaneously. For more information see Peng Zhang and Ben Liu (2024) <doi:10.1080/10618600.2023.2257251>; Ben Liu and Peng Zhang (2024) <doi:10.48550/arXiv.2404.06781>.

Ben Liu

MCCM

Mixed Correlation Coefficient Matrix

Peng Zhang

Xiaowei Lou

gen_CCM function

<dl><dt>d</dt>
<dd>the dimension of matrix.</dd></dl>

Arguments

Positive Semidefinite Correlation Matrix — gen_CCM

<dl>

<dt>d</dt>
<dd>the dimension of matrix.</dd>

</dl>

gen_CCM: Positive Semidefinite Correlation Matrix

Description

Usage

Value

Arguments

Examples