cormat_ar1

Create an AR(1) correlation matrix

Enables simultaneous statistical inference for the accuracy of multiple classifiers in multiple subgroups (strata). For instance, allows to perform multiple comparisons in diagnostic accuracy studies with co-primary endpoints sensitivity and specificity. (Westphal, Max, and Antonia Zapf. (2021). "Statistical Inference for Diagnostic Test Accuracy Studies with Multiple Comparisons." <arXiv:2105.13469>.)

Max Westphal

cases

Stratified Evaluation of Subgroup Classification Accuracy

cormat_ar1 function

<dl><dt>m</dt>
<dd>integer, dimension</dd>
<dt>rho</dt>
<dd>numeric, correlation parameter in (0,1)</dd>
<dt>d</dt>
<dd>binary vector of length m, whereby TRUE/FALSE (alternatively 1/0)
indicate active/inactive components of underlying random vector.</dd></dl>

Arguments

Create an AR(1) correlation matrix — cormat_ar1

<dl>

<dt>m</dt>
<dd>integer, dimension</dd>


<dt>rho</dt>
<dd>numeric, correlation parameter in (0,1)</dd>


<dt>d</dt>
<dd>binary vector of length m, whereby TRUE/FALSE (alternatively 1/0)
indicate active/inactive components of underlying random vector.</dd>

</dl>

cormat_ar1: Create an AR(1) correlation matrix

Description

Usage

Value

Arguments