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bindata (version 0.9-24)

bincorr2commonprob: Convert Binary Correlation Matrix to Matrix of Joint Probabilities

Description

Compute a matrix of common probabilities for a binary random vector from given marginal probabilities and correlations.

Usage

bincorr2commonprob(margprob, bincorr)

Value

The matrix of common probabilities. This has the probabilities that variable \(i\) equals 1 in element \((i,i)\), and the joint probability that variables \(i\) and \(j\) both equal 1 in element

\((i,j)\) (if \(i \ne j\)).

Arguments

margprob

vector of marginal probabilities.

bincorr

matrix of binary correlations.

Author

Friedrich Leisch

References

bindata::Leisch+Weingessel+Hornik:1998

See Also

commonprob2sigma, simul.commonprob.