Mathematical Framework for latentcor4 years ago
Latent Gaussian Copula Model for Mixed Data | Moment-based estimation of $\Sigma$ based on bridge functions | Estimation methods | Original method (method = "original") | Approximation method (method = "approx") | Adjustment of pointwise-estimator for positive-definiteness | Appendix | Derivation of bridge function $F$ for ternary/truncated case | Derivation of approximate bound for the ternary/continuous case | Derivation of approximate bound for the ternary/truncated case | References
latentcor 2.0.2Mingze Huang, Christian L. Müller, Irina Gaynanovalatentcor_math.Rmd