r_ml_wrapper

Port function to call multilinear interpolants for continuous developers.

The first stand-alone R package for computation of latent correlation that takes into account all variable types (continuous/binary/ordinal/zero-inflated),
comes with an optimized memory footprint, and is computationally efficient, essentially making latent correlation estimation almost as fast as rank-based correlation estimation.
The estimation is based on latent copula Gaussian models.
For continuous/binary types, see Fan, J., Liu, H., Ning, Y., and Zou, H. (2017).
For ternary type, see Quan X., Booth J.G. and Wells M.T. (2018) <doi:10.48550/arXiv.1809.06255>.
For truncated type or zero-inflated type, see Yoon G., Carroll R.J. and Gaynanova I. (2020) <doi:10.1093/biomet/asaa007>.
For approximation method of computation, see Yoon G., Müller C.L. and Gaynanova I. (2021) <doi:10.1080/10618600.2021.1882468>. The latter method uses multi-linear interpolation originally implemented in the R package <https://cran.r-project.org/package=chebpol>.

Irina Gaynanova

latentcor

Fast Computation of Latent Correlations for Mixed Data

Mingze Huang

Grace Yoon

Christian M&uuml;ller

r_ml_wrapper function

<dl><dt>K</dt>
<dd>Kendall's tau, can be provided as a number or a vector for interpolation in batch.</dd>
<dt>zratio1</dt>
<dd>zratio for first variable. NA for continuous variables, zeros proportions for binary, truncated variables.
For ternary variables, a vector of proportion of zeros as first element, proportions of zeros and ones as second element.
It can be provided as a vector (matrix) for interpolation in batch. See vignettes for detail.</dd>
<dt>zratio2</dt>
<dd>zratio for second variable. NA for continuous variables, zeros proportions for binary, truncated variables.
For ternary variables, a vector of proportion of zeros as first element, proportions of zeros and ones as second element.
It can be provided as a vector (matrix) for interpolation in batch. See vignettes for detail.</dd>
<dt>comb</dt>
<dd>Numeric code for types: "10" for binary/continuous; "11" for binary/binary; "20" for truncated/continuous;
"21" for truncated/binary; "22" for truncated/truncated; "30" for ternary/continuous; "31" for ternary/binary;
"32" for ternary/truncated; "33" for ternary/ternary.</dd></dl>

Arguments

Port function to call multilinear interpolants for continuous developers. — r_ml_wrapper

<dl>

<dt>K</dt>
<dd>Kendall's tau, can be provided as a number or a vector for interpolation in batch.</dd>


<dt>zratio1</dt>
<dd>zratio for first variable. NA for continuous variables, zeros proportions for binary, truncated variables.
For ternary variables, a vector of proportion of zeros as first element, proportions of zeros and ones as second element.
It can be provided as a vector (matrix) for interpolation in batch. See vignettes for detail.</dd>


<dt>zratio2</dt>
<dd>zratio for second variable. NA for continuous variables, zeros proportions for binary, truncated variables.
For ternary variables, a vector of proportion of zeros as first element, proportions of zeros and ones as second element.
It can be provided as a vector (matrix) for interpolation in batch. See vignettes for detail.</dd>


<dt>comb</dt>
<dd>Numeric code for types: "10" for binary/continuous; "11" for binary/binary; "20" for truncated/continuous;
"21" for truncated/binary; "22" for truncated/truncated; "30" for ternary/continuous; "31" for ternary/binary;
"32" for ternary/truncated; "33" for ternary/ternary.</dd>

</dl>

r_ml_wrapper: Port function to call multilinear interpolants for continuous developers.

Description

Usage

Value

Arguments