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bindata (version 0.9-24)

check.commonprob: Check Joint Binary Probabilities

Description

The main diagonal elements commonprob[i,i] are interpreted as probabilities \(p_{A_i}\) that a binary variable \(A_i\) equals 1. The off-diagonal elements commonprob[i,j] are the probabilities \(p_{A_iA_j}\) that both \(A_i\) and \(A_j\) are 1.

This programs checks some necessary conditions on these probabilities which must be fulfilled in order that a joint distribution of the \(A_i\) with the given probabilities can exist.

The conditions checked are $$0 \leq p_{A_i} \leq 1$$

$$\max(0, p_{A_i} + p_{A_j} - 1) \leq p_{A_iA_j} \leq \min(p_{A_i}, p_{A_j}), i \neq j$$

$$p_{A_i} + p_{A_j} + p_{A_k} - p_{A_iA_j} -p_{A_iA_k} - p_{A_jA_k} \leq 1, i \neq j, i \neq k, j \neq k$$

Usage

check.commonprob(commonprob)

Value

check.commonprob returns TRUE, if all conditions are fulfilled. The attribute "message" of the return value contains some information on the errors that were found.

Arguments

commonprob

Matrix of pairwise probabilities.

Author

Andreas Weingessel

References

bindata::Leisch+Weingessel+Hornik:1998

See Also

simul.commonprob, commonprob2sigma

Examples

Run this code
check.commonprob(cbind(c(0.5, 0.4), c(0.4, 0.8)))

check.commonprob(cbind(c(0.5, 0.25), c(0.25, 0.8)))

check.commonprob(cbind(c(0.5, 0, 0), c(0, 0.5, 0), c(0, 0, 0.5)))

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