intermediate.corr.PB {PoisBinNonNor} | R Documentation |
Computes the pairwise entries of the intermediate normal correlation matrix for all Poisson-binary combinations given the specified correlation matrix.
Description
This function computes the pairwise entries of the intermediate normal correlation matrix for all Poisson-binary combinations given the specified correlation matrix as formulated in Amatya and Demirtas (2015).
Usage
intermediate.corr.PB(n.P, n.B, n.C, lambda.vec = NULL, prop.vec = NULL,
coef.mat = NULL, corr.vec = NULL, corr.mat = NULL)
Arguments
n.P |
Number of Poisson variables. |
n.B |
Number of binary variables. |
n.C |
Number of continuous variables. |
lambda.vec |
Rate vector for Poisson variables. |
prop.vec |
Proportion vector for binary variables. |
coef.mat |
Matrix of coefficients produced from |
corr.vec |
Vector of elements below the diagonal of correlation matrix ordered column-wise. |
corr.mat |
Specified correlation matrix. |
Value
A matrix of n.P*n.B.
References
Amatya, A. and Demirtas, H. (2015). Simultaneous generation of multivariate mixed data with Poisson and normal marginals. Journal of Statistical Computation and Simulation, (85)15, 3129-3139.
See Also
intermediate.corr.PP
, intermediate.corr.BB
Examples
## Not run:
n.P<-2
n.B<-1
lambda.vec<-c(2,3)
prop.vec<-c(0.3)
corr.mat=matrix(c(1,0.2,0.1,0.2,1,0.5,0.1,0.5,1),3,3)
intmatPB=intermediate.corr.PB(n.P,n.B,n.C=0,lambda.vec,prop.vec,coef.mat=NULL,
corr.vec=NULL,corr.mat)
intmatPB
## End(Not run)