Mixed Correlation Coefficient Matrix
Scaled Bivariate Normal Density
Draw the Correlation Matrix
Estimating Mixed Correlation Matrix by IGMM
Thresholds Estimation
Polychoric Correlation
Polyserial Correlation
Positive Semidefinite Correlation Matrix
Continuous and Ordinal Simulated Data
Generate Polychoric Sample
Generate Polyseries Sample
Generate Specific Binormal Distribution
Mean Bias
General Function to Estimate Mixed Correlation Coefficient Matrix
Mean Relative Bias
Parenteral_nutrition
Scaled Bivariate Normal Approximation
Root Mean Squared Error
Summary a MCCM Estimation Result
The IRLS (Iteratively Reweighted Least Squares) and GMM (Generalized Method of Moments) methods are applied to estimate mixed correlation coefficient matrix (Pearson, Polyseries, Polychoric), which can be estimated in pairs or simultaneously. For more information see Peng Zhang and Ben Liu (2024) <doi:10.1080/10618600.2023.2257251>; Ben Liu and Peng Zhang (2024) <doi:10.48550/arXiv.2404.06781>.