RepeatedHighDim (version 2.4.0)

rho_bounds: Calculate lower and upper the bounds for pairwise correlations

Description

Calculate lower and upper the bounds for pairwise correlations

Usage

rho_bounds(R, p)

Value

A list with three entries:

L

Matrix of lower bounds

U

Matrix of upper bounds

Z

Matrix that indicates whether specified correlations in R are bigger or smaller than the calculated bounds

Arguments

R

Correlation matrix

p

Vector of marginal frequencies

Author

Jochen Kruppa, Klaus Jung

Details

The function calculates upper and lower bounds for pairwise correlations given a vector of marginal probabilities as detailed in Emrich and Piedmonte (1991).

References

Emrich, L.J., Piedmonte, M.R.: A method for generating highdimensional multivariate binary variates. The American Statistician, 45(4), 302 (1991). tools:::Rd_expr_doi("10.1080/00031305.1991.10475828")

See Also

For more information, please refer to the package's documentation and the tutorial: https://software.klausjung-lab.de/.

Examples

### A simple example
R <- diag(4)
p <- c(0.1, 0.2, 0.4, 0.5)

rho_bounds(R, p)