cbsem (version 1.0.0)

SolveCorr: SolveCorr Solve the Vale-Maurelli cubic equation to find the intermediate correlation between two normal variables that gives rise to a target correlation (rho) between the two transformed nonnormal variables.

Description

SolveCorr Solve the Vale-Maurelli cubic equation to find the intermediate correlation between two normal variables that gives rise to a target correlation (rho) between the two transformed nonnormal variables.

Usage

SolveCorr(rho, coef1, coef2)

Arguments

rho

desired correlation of transformed variables

coef1

vector with coefficents for the Fleishman transform of the first variable

coef2

vector with coefficents for the Fleishman transform of the second variable

Value

root the intermediate correlation

Examples

# NOT RUN {
rho <- 0.5
coef1<-  c( 0.90475830, 0.14721082, 0.02386092)   
coef2<-  c( 0.90475830, 0.14721082, 0.02386092)   
r <- SolveCorr(rho, coef1, coef2) 

# }