latentcor

R package latentcor: Fast Computation of Latent Correlations for Mixed Data. Estimation of latent correlations with mixed data types:continuous, binary, truncated (or zero-inflated) and ternary. The estimation is based on latent copula Gaussian models. For continuous/binary types, see Fan, J., Liu, H., Ning, Y., and Zou, H. (2017) <doi:10.1111/rssb.12168>. For ternary type, see Quan X., Booth J.G. and Wells M.T. (2018) <arXiv:1809.06255>. For truncated type or zero-inflated type, see Yoon G., Carroll R.J. and Gaynanova I. (2020) <doi:10.1093/biomet/asaa007>. For approximation method of computation, see Yoon G., Müller C.L. and Gaynanova I. (2021) <doi:10.1080/10618600.2021.1882468>.