A fast implementation of polychoric correlations in C. Uses the Beasley-Springer-Moro algorithm (Boro & Springer, 1977; Moro, 1995) to estimate the inverse univariate normal CDF, the Drezner-Wesolosky approximation (Drezner & Wesolosky, 1990) to estimate the bivariate normal CDF, and Brent's method (Brent, 2013) for optimization of rho

## Arguments

- data
Matrix or data frame. A dataset with all ordinal values (rows = cases, columns = variables). Data are required to be between

`0`

and`11`

. Proper adjustments should be made prior to analysis (e.g., scales from -3 to 3 in increments of 1 should be shifted by added 4 to all values)- na.data
Character (length = 1). How should missing data be handled? Defaults to

`"pairwise"`

. Available options:`"pairwise"`

— Computes correlation for all available cases between two variables`"listwise"`

— Computes correlation for all complete cases in the dataset

- empty.method
Character (length = 1). Method for empty cell correction. Available options:

`"none"`

— Adds no value (`empty.value = "none"`

) to the empirical joint frequency table between two variables`"zero"`

— Adds`empty.value`

to the cells with zero in the joint frequency table between two variables`"all"`

— Adds`empty.value`

to all in the joint frequency table between two variables

- empty.value
Character (length = 1). Value to add to the joint frequency table cells. Accepts numeric values between 0 and 1 or specific methods:

`"none"`

— Adds no value (`0`

) to the empirical joint frequency table between two variables`"point_five"`

— Adds`0.5`

to the cells defined by`empty.method`

`"one_over"`

— Adds`1 / n`

where*n*equals the number of cells based on`empty.method`

. For`empty.method = "zero"`

,*n*equals the number of*zero*cells

- ...
Not used but made available for easier argument passing

## References

**Beasley-Moro-Springer algorithm**

Beasley, J. D., & Springer, S. G. (1977).
Algorithm AS 111: The percentage points of the normal distribution.
*Journal of the Royal Statistical Society. Series C (Applied Statistics)*, *26*(1), 118-121.

Moro, B. (1995).
The full monte.
*Risk 8 (February)*, 57-58.

**Brent optimization**

Brent, R. P. (2013).
Algorithms for minimization without derivatives.
Mineola, NY: Dover Publications, Inc.

**Drezner-Wesolowsky bivariate normal approximation**

Drezner, Z., & Wesolowsky, G. O. (1990).
On the computation of the bivariate normal integral.
*Journal of Statistical Computation and Simulation*, *35*(1-2), 101-107.

## Examples

```
# Load data (ensure matrix for missing data example)
wmt <- as.matrix(wmt2[,7:24])
# Compute polychoric correlation matrix
correlations <- polychoric.matrix(wmt)
# Randomly assign missing data
wmt[sample(1:length(wmt), 1000)] <- NA
# Compute polychoric correlation matrix
# with pairwise missing
pairwise_correlations <- polychoric.matrix(
wmt, na.data = "pairwise"
)
# Compute polychoric correlation matrix
# with listwise missing
pairwise_correlations <- polychoric.matrix(
wmt, na.data = "listwise"
)
```