compute.sigma.star

It computes the tetrachoric correlation matrix using the algorithm described in Emrich and Piedmonte
(1991). If the resulting matrix is non-positive definite, a nearest positive definite matrix is
returned and the warning message will be printed.

A method for multivariate ordinal data generation given marginal distributions and correlation matrix based on the methodology proposed by Demirtas (2006) <DOI:10.1080/10629360600569246>.

Ran Gao

MultiOrd

Generation of Multivariate Ordinal Variates

Anup Amatya

Hakan Demirtas

compute.sigma.star function

<dl> <dt>prop.vec.bin</dt>
<dd>Vector of marginal probabilities</dd> <dt>corr.mat</dt>
<dd>Correlation matrix of the binary data</dd></dl>

Arguments

Computes the tetrachoric correlation matrix. If it is non-positive definite, a nearest positive definite matrix is used. — compute.sigma.star

<dl>

 <dt>prop.vec.bin</dt>
<dd>Vector of marginal probabilities</dd>

 <dt>corr.mat</dt>
<dd>Correlation matrix of the binary data</dd>

</dl>

compute.sigma.star: Computes the tetrachoric correlation matrix. If it is non-positive definite, a nearest positive definite matrix is used.

Description

Usage

Value

Arguments

See Also