intermediate.corr.PP {PoisBinNonNor} | R Documentation |
Computes an intermediate normal correlation matrix for Poisson variables given the specified correlation matrix
Description
This function computes the intermediate normal correlation matrix for Poisson-Poisson combinations before inverse cdf matching as formulated in Amatya and Demirtas (2015).
Usage
intermediate.corr.PP(n.P, n.B, n.C, lambda.vec, 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 |
corr.vec |
Vector of elements below the diagonal of correlation matrix ordered column-wise. |
corr.mat |
Specified correlation matrix. |
Value
A correlation matrix of size n.P*n.P.
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.PB
, intermediate.corr.PC
Examples
n.P<-3
lambda.vec<-c(1,2,3)
corr.mat<-matrix(c(1,0.352,0.265,0.352,1,0.121,0.265,0.121,1),n.P,n.P)
intmatPP=intermediate.corr.PP(n.P,n.B=0,n.C=0,lambda.vec,corr.vec=NULL,corr.mat)
intmatPP
## Not run:
#See also cmat.star in R package PoisNor
#cmat.star(no.pois=3,no.norm=0,corMat=corr.mat,lamvec=lambda.vec)
## End(Not run)
[Package PoisBinNonNor version 1.3.3 Index]