Displaying 2 results from an estimated 2 matches for "corac".
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2004 Dec 21
3
R code for var-cov matrix given variances and correlations
Dear list members,
Where can I find code for computing the p*p variance-covariance
matrix given a vector of p variances (ordered varA, varB, ...,
varp) and a vector of all possible correlations (ordered corAB,
corAC, ..., corp-1,p)?
I know that the covariance between 2 variables is equal to the
product of their correlation and their standard deviations:
corAB * varA^.5 * varB^.5
and so:
covAB <- function(corAB, varA, varB) {
corAB * varA^.5 * varB^.5
}
If the vector of variances were
var.vec <...
2013 Mar 05
3
Simulate binary correlated data
Dear R experts,
I am trying to simulate correlated binary data and have stumbled upon the
following problem:
With the help of "binarySimCLF" or "mvpBinaryEp" I have been able to
simulate correlating binary vectors given certain mean values and a desired
correlation. My problem is that these procedures do not allow you to specify
the exact vector for which you want to generate