| psi2var {binarySimCLF} | R Documentation |
Takes a vector of pairwise odds ratio (in lexicographic order) and gives an equivalent covariance matrix.
psi2var(psi, mu)
psi |
Vector of pairwise odds ratio. |
mu |
Mean vector. |
If we have a cluster of size 4, then the psi vector must have elements of
the form [psi_{12}, psi_{13}, psi_{14}, psi_{23}, .., psi_{34}]^T.
Returns an equivalent covariance matrix.
# Example
r = toeplitz(c(1, 0.45, 0.37));
mu = c(0.25, 0.32, 0.32); mu
# Checks to see whether the specified mean and correlation matrix are compatible.
# The correlation parameters are restricted by functions of the pairwise odds
# ratio.
cp = chkBinC(r,mu);cp
# If r and mu are compatible, compute the covariance matrix.
if(cp$compat) { v = cor2var(r,mu);v }
# Computes the pairwise odds ratio.
or <- var2psi(v,mu); or
# Converts from the pairwise odds ratio to the covariance matrix.
psi2var(or$psi, mu)