Dear Matt, See the pd argument to the hetcor() function in the polycor package. hetcor() makes use of nearcor() in the sfsmisc package to ensure that a matrix of pairwise polychoric, polyserial, and Pearson correlations is positive-definite.
I hope this helps, John ------------------------------ John Fox, Professor Department of Sociology McMaster University Hamilton, Ontario, Canada web: socserv.mcmaster.ca/jfox > -----Original Message----- > From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On > Behalf Of Matthew Keller > Sent: March-11-09 6:20 PM > To: r-help@r-project.org > Subject: [R] non-positive definite matrix remedies? > > Hi all, > > For computational reasons, I need to estimate an 18x18 polychoric > correlation matrix two variables at a time (rather than trying to > estimate them all simultaneously using ML). The resulting polychoric > correlation matrix I am getting is non-positive definite, which is > problematic because I'm using this matrix later on as if it were a > legitimately estimated correlation matrix (in order to fit an SEM > model). I could add to the diagonal I suppose until it becomes > positive definite. Does anyone have any other ideas on how to deal > with this problem, and what the strengths and weaknesses of different > approaches are? > > Thanks in advance, > > Matt > > > -- > Matthew C Keller > Asst. Professor of Psychology > University of Colorado at Boulder > www.matthewckeller.com > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
