bincorr2commonprob {bindata} | R Documentation |
Compute a matrix of common probabilites for a binary random vector from given marginal probabilities and correlations.
bincorr2commonprob(margprob, bincorr)
margprob |
vector of marginal probabilities. |
bincorr |
matrix of binary correlations. |
The matrix of common probabilities. This has the probabilities that variable i equals 1 in element (i,i), and the joint probability that variables i and j both equal 1 in element (i,j) (if i != j).
Friedrich Leisch
Friedrich Leisch, Andreas Weingessel and Kurt Hornik (1998). On the generation of correlated artificial binary data. Working Paper Series, SFB ``Adaptive Information Systems and Modelling in Economics and Management Science'', Vienna University of Economics, http://www.wu-wien.ac.at/am
commonprob2sigma
,
simul.commonprob
.