Computes intermediate correlations for ordinal-ordinal pairs before ordinalization
Computes intermediate correlations for ordinal-ordinal pairs before ordinalization
This function computes the correlation of normal-normal pairs before ordinalizing both components.
IntermediateOO(plist, OOCorrMat)
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.
OOCorrMat: A matrix of pairwise target correlations between ordinal variables. It is a symmetric square matrix whose diagonal elements are 1.
Returns
A pairwise correlation matrix of intermediate correlations for ordinal variables.