Abstract
We present `latentcor`, an R package for correlation estimation from data with mixed variable types. Mixed variables types, including continuous, binary, ordinal, zero-inflated, or truncated data are routinely collected in many areas of science. Accurate estimation of correlations among such variables is often the first critical step in statistical analysis workflows. Pearson correlation as the default choice is not well suited for mixed data types as the underlying normality assumption is violated. The concept of semi-parametric latent Gaussian copula models, on the other hand, provides a unifying way to estimate correlations between mixed data types. The R package `latentcor` comprises a comprehensive list of these models, enabling the estimation of correlations between any of continuous/binary/ternary/zero-inflated (truncated) variable types. The underlying implementation takes advantage of a fast multi-linear interpolation scheme with an efficient choice of interpolation grid points, thus giving the package a small memory footprint without compromising estimation accuracy. This makes latent correlation estimation readily available for modern high-throughput data analysis.
Highlights
An R package for correlation estimation from data with mixed variable types
The R package latentcor comprises a comprehensive list of these models, enabling the estimation of correlations between any of continuous/binary/ternary/zero-inflated variable types
The R package polycor (Fox, 2019) is designed for ordinal data and allows to computes polychoric and polyserial correlations based on the latent Gaussian model
Summary
An R package for correlation estimation from data with mixed variable types. Mixed variables types, including continuous, binary, ordinal, zero-inflated, or truncated data are routinely collected in many areas of science. The R package latentcor comprises a comprehensive list of these models, enabling the estimation of correlations between any of continuous/binary/ternary/zero-inflated (truncated) variable types. The underlying implementation takes advantage of a fast multilinear interpolation scheme with an efficient choice of interpolation grid points, giving the package a small memory footprint without compromising estimation accuracy. This makes latent correlation estimation readily available for modern high-throughput data analysis
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