chkBinC {binarySimCLF}R Documentation

Compatibility of the Mean and Correlation

Description

Checks whether the pairwise correlation is compatible with the mean vector. The correlation parameter has to satisfy some natural restrictions and this function checks whether this is the case. Note that this is not the same thing as CLF compatibility.

Usage

chkBinC(r, mu)

Arguments

r Correlation matrix.
mu Mean vector.

Value

Returns a list with two components.

compat A logical such that if TRUE, then there is compatibility.
locFail If not compatible, this is a string giving the location of the failure. If compatible, this is a string telling the user that the mean and the correlation is compatible.

Examples

    # Examples

    R = cbind( c(1, 0.1, 0.2), c(0.1, 1, 0.3), c(0.2, 0.3, 1) )
    mu = c(0.4, 0.5, 0.6)
    v = cor2var(R,mu)
    natural.compat = chkBinC(R,mu); natural.compat

[Package binarySimCLF version 1.0 Index]