rho_M1Y: Approximate Correlation between Continuous Mixture Variable M1 and Random Variable Y
Description
This function approximates the expected correlation between a continuous mixture variables \(M1\) and another random
variable \(Y\) based on the mixing proportions, component means, and component standard deviations of \(M1\) and correlations
between components of \(M1\) and \(Y\). The equations can be found in the Expected Cumulants and Correlations for
Continuous Mixture Variables vignette. This function can be used to see what combination of correlations between components
of \(M1\) and \(Y\) gives a desired correlation between \(M1\) and \(Y\).
# NOT RUN {# M1 is mixture of N(-2, 1) and N(2, 1); pairwise correlation set to 0.35rho_M1Y(mix_pis = c(0.4, 0.6), mix_mus = c(-2, 2), mix_sigmas = c(1, 1),
p_M1Y = c(0.35, 0.35))
# }