bivarate binary correlation

bivarate binary correlation

invlogit <- function(x) {
  exp(x)/(1+exp(x));
}

corbase <- matrix(c(1,2,0,1),2,2)
mcor <- cov2cor(corbase %*% t(corbase))
print(mcor)
corchol <- t(chol(mcor))

r <- matrix(rnorm(2000000),ncol=2)
cdat <- t(corchol %*% t(r))
cor(cdat) #pearson correlation in the Gaussian data

bdat <- matrix(round(invlogit(cdat),0),ncol=2) #turn continuous into binary data
cor(bdat) #pearson correlation in the binarised data

Well, that may be, I'd be happy to see such a case, your example on stackoverflow also gave the correct result though -- the variables are unrelated, even though they may have similar proportions.