Crandore Hub

MCCM

Mixed Correlation Coefficient Matrix

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>.

Versions across snapshots

VersionRepositoryFileSize
0.1.0 rolling linux/jammy R-4.5 MCCM_0.1.0.tar.gz 179.9 KiB
0.1.0 rolling linux/noble R-4.5 MCCM_0.1.0.tar.gz 179.9 KiB
0.1.0 rolling source/ R- MCCM_0.1.0.tar.gz 73.1 KiB
0.1.0 latest linux/jammy R-4.5 MCCM_0.1.0.tar.gz 179.9 KiB
0.1.0 latest linux/noble R-4.5 MCCM_0.1.0.tar.gz 179.9 KiB
0.1.0 latest source/ R- MCCM_0.1.0.tar.gz 73.1 KiB
0.1.0 2026-04-26 source/ R- MCCM_0.1.0.tar.gz 73.1 KiB
0.1.0 2026-04-23 source/ R- MCCM_0.1.0.tar.gz 73.1 KiB
0.1.0 2026-04-09 windows/windows R-4.5 MCCM_0.1.0.zip 182.7 KiB
0.1.0 2025-04-20 source/ R- MCCM_0.1.0.tar.gz 73.1 KiB

Dependencies (latest)

Imports

Suggests