intermat {PoisBinOrdNor} | R Documentation |
Calculates and assembles the intermediate correlation matrix entries for the multivariate normal data.
Description
This function computes and assembles the correlation entries for the intermediate multivariate normal data.
Usage
intermat(no_pois, no_bin, no_ord, no_norm, corr_mat, prop_vec_bin, prop_vec_ord,
lam_vec, nor_mean, nor_var)
Arguments
no_pois |
Number of the count variables. |
no_bin |
Number of the binary variables. |
no_ord |
Number of the ordinal variables. |
no_norm |
Number of the normal variables. |
corr_mat |
Pre-specified correlation matrix for the multivariate data. |
prop_vec_bin |
Vector of probabilities for the binary variables. |
prop_vec_ord |
Vector of probabilities for the ordinal variables. |
lam_vec |
Vector of rate parameters for the count variables. |
nor_mean |
Vector of means for the normal variables. |
nor_var |
Vector of variances for the normal variables. |
Value
The intermediate correlation matrix that will be used later for multivariate normal data simulation.
References
Barberio, A. & Ferrari, P.A. (2015). GenOrd: Simulation of discrete random variables with given correlation matrix and marginal distributions. https://cran.r-project.org/web/packages/GenOrd/index.html.
Demirtas, H. & Hedeker, D. (2011). A practical way for computing approximate lower and upper correlation bounds. American Statistician, 65(2), 104-109.
Demirtas, H. & Hedeker, D. (2016). Computing the point-biserial correlation under any underlying continuous distribution. Communications in Statistics–Simulation and Computation, 45(8), 2744-2751.
Ferrari, P.A. and Barberio, A. (2012). Simulating ordinal data. Multivariate Behavioral Research, 47(4), 566-589.
See Also
corr.nn4bb
, corr.nn4bn
, corr.nn4on
, corr.nn4pbo
,
corr.nn4pn
, corr.nn4pp
, and validation.specs
.
Examples
## Not run:
num_pois<-2
num_bin<-1
num_ord<-2
num_norm<-1
lamvec=sample(10,2)
pbin=runif(1)
pord=list(c(0.3, 0.7), c(0.2, 0.3, 0.5))
nor.mean=3.1
nor.var=0.85
M=
c(-0.05, 0.26, 0.14, 0.09, 0.14, 0.12, 0.13, -0.02, 0.17, 0.29, -0.04, 0.19, 0.10, 0.35, 0.39)
N=diag(6)
N[lower.tri(N)]=M
TV=N+t(N)
diag(TV)<-1
intmat<-
intermat(num_pois,num_bin,num_ord,num_norm,corr_mat=TV,pbin,pord,lamvec,nor.mean,nor.var)
## End(Not run)