OrdNor (version 2.2.3)

valid.limits: 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 target correlation based on the marginal probabilities.

Usage

valid.limits(plist, no.ord, no.norm)

Arguments

plist

A list of probability vectors corresponding to each ordinal variable. The i-th element of plist is a vector of the cumulative probabilities defining the marginal distribution of the i-th ordinal component of the multivariate variables. If the i-th ordinal variable has k categories, the i-th vector of the plist will contain k-1 probability values. The k-th element is implicitly 1.

no.ord

Number of ordinal variables.

no.norm

Number of normal variables.

Details

The function returns a list of two matrices. The lower contains the lower bounds and the upper contains the upper bounds of the feasible correlations.

Examples

# NOT RUN {
marginal = list( c(0.2, 0.5), c(0.4, 0.7, 0.9))
valid.limits (marginal, 2,2)
# }