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MCCM  

Mixed Correlation Coefficient Matrix
View on CRAN: Click here


Download and install MCCM package within the R console
Install from CRAN:
install.packages("MCCM")

Install from Github:
library("remotes")
install_github("cran/MCCM")

Install by package version:
library("remotes")
install_version("MCCM", "0.1.0")



Attach the package and use:
library("MCCM")
Maintained by
Ben Liu
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2024-04-18
Latest Update: 2024-04-18
Description:
The IRLS (Iteratively Reweighted Least Squares) and GMM (Generalized Method of Moments) methods are applied to estimate mixed correlation coefficient matrix (Pearson, Polyseries, Polychoric), which can be estimated in pairs or simultaneously. For more information see Peng Zhang and Ben Liu (2024) <doi:10.1080/10618600.2023.2257251>; Ben Liu and Peng Zhang (2024) <doi:10.48550/arXiv.2404.06781>.
How to cite:
Ben Liu (2024). MCCM: Mixed Correlation Coefficient Matrix. R package version 0.1.0, https://cran.r-project.org/web/packages/MCCM. Accessed 07 Nov. 2024.
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