IntermediateON function

Computes intermediate correlations for ordinal-normal pairs before ordinalization

Computes intermediate correlations for ordinal-normal pairs before ordinalization

The function computes the intermediate correlation values of pairwise correlations between ordinal and normal variables.

IntermediateON(plist, ONCorrMat)

Arguments

  • plist: A list of probability vectors corresponding to each ordinal variable. The i-th element of plist is a vector of the cumulative probabilities defining the marginal distribution of the i-th ordinal component of the multivariate variables. If the i-th ordinal variable has k categories, the i-th vector of the plist will contain k-1 probability values. The k-th element is implicitly 1.
  • ONCorrMat: A matrix of pairwise target correlations between ordinal and normal variables. This is a submatrix of the overall correlation matrix, and it is pertinent to the ordinal-normal part. Hence, the matrix may or may not be square. Even when it is square, it may not be symmetric.

Returns

A pairwise correlation matrix of intermediate correlations.

See Also

IntermediateOO, cmat.star

Examples

no.ord=3 no.norm =4 n = 200 q=no.ord + no.norm set.seed(12345) Sigma = diag(q) Sigma[lower.tri(Sigma)] = runif( (q*(q-1)/2),-0.4,0.4 ) Sigma = Sigma + t(Sigma) diag(Sigma)=1 Sigma=as.matrix( nearPD(Sigma,corr = TRUE, keepDiag = TRUE)$mat ) marginal = list( 0.3, cumsum( c(0.30, 0.40) ), cumsum(c(0.4, 0.2, 0.3) ) ) ONCorrMat = Sigma[4:7, 1:3] IntermediateON(marginal, ONCorrMat)
  • Maintainer: Ran Gao
  • License: GPL
  • Last published: 2021-03-05

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