Get Fréchet-Hoefding bounds

Fréchet-Hoefding bounds are the limits to a correlation between different distributions.

Usage

fh_bounds(dist1 = "norm", dist2 = "norm", params1 = list(), params2 = list())

Arguments

dist1

The target distribution function for variable 1 (e.g., norm, binom, gamma, truncnorm)

dist2

The target distribution function for variable 2

params1

Arguments to pass to the random generation function (e.g., rnorm) for distribution 1

params2

Arguments to pass to the random generation function (e.g., rnorm) for distribution 2

Value

a list of the min and max possible values

Examples

fh_bounds(dist1 = "pois", 
         dist2 = "unif", 
         params1 = list(lambda = 3), 
         params2 = list(min = 0, max = 100))
#> $min
#> [1] -0.9558407
#> 
#> $max
#> [1] 0.9559151
#>