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rLindo (version 8.0.1)

rLSgetCorrelationMatrix: Get the correlation structure between variables.

Description

R interface function for LINDO API function LSgetCorrelationMatrix. For more information, please refer to LINDO API User Manual.

Usage

rLSgetCorrelationMatrix(model,iFlag,nCorrType)

Arguments

model
A LINDO API model object, returned by rLScreateModel.
iFlag
An integer specifying the sample (original or corr-induced). Possible values are:
  • 0: Use independent sample
  • 1: Use dependent (correlation induced) sample

nCorrType
Correlation type. Possible values are:
  • LS_CORR_PEARSON
  • LS_CORR_SPEARMAN
  • LS_CORR_KENDALL
  • LS_CORR_TARGET

Value

An R list object with components:
ErrorCode
Zero if successful, nonzero otherwise.
pnQCnnz
Number of nonzero correlation coefficients.
paiQCcols1
An integer array containing the first index of variable the correlation term belongs to.
paiQCcols2
An integer array containing the second index of variable the correlation term belongs to.
padQCcoef
A double array containing the correlation terms.

References

LINDO SYSTEMS home page at www.lindo.com