Some older correlation matrices were reported as matrices of Phi or of Yule correlations. That is, correlations were found from the two by two table of counts:
Given a square matrix of such correlations, and the proportions for each variable that are in the a + b cells, it is possible to reconvert each correlation into a two by two table and then estimate the corresponding polychoric correlation (using John Fox's polychor function.
Yule2poly.matrix(x, v)
phi2poly.matrix(x, v)
Yule2phi.matrix(x, v)
Yule2poly
, Yule2phi
or phi2poly
for each cell of the matrix. See those functions for more details. See phi.demo
for an example.demo <- phi.demo() #compare the phi (lower off diagonal and polychoric correlations (upper off diagonal)
#show the result from poly.mat
round(demo$tetrachoric$rho,2)
#show the result from phi2poly
#tetrachorics above the diagonal, phi below the diagonal
round(demo$phis,2)
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