cmat.star {PoisNor}

Computes the correlation of intermediate multivariate normal data before subsequent inverse CDF transformation

Description

The function computes an intermediate correlation matrix which leads to the target correlation matrix after inverse CDF transformation of the samples generated from a multivariate normal distribution with the intermediate correlation matrix.

Usage

cmat.star(no.pois, no.norm, corMat, lamvec)

Arguments

no.pois

Number of Poisson variables in the data.

no.norm

Number of normal variables in the data.

corMat

A positive definite target correlation matrix whose entries are within the valid limits.

lamvec

Vector of Poisson rates (means).

Value

An intermediate correlation matrix of size (no.pois + no.norm) \times (no.pois+ no.norm)

References

I. Yahav and G. Shmueli (2012). On generating multivariate poisson data in management science applications. Applied Stochastic Models in Business and Industry; 28(1):91-102.

See Also

Validate.correlation

Examples

## Not run: 
lamvec= c(0.5,0.7,0.9)
M=c(0.352, 0.265, 0.342, 0.09, 0.141, 0.121, 0.297, 
  -0.022, 0.177, 0.294, -0.044, 0.129, 0.1, 0.354, 0.386)

N=diag(6)
N[lower.tri(N)]=M
TV=N+t(N)
diag(TV)<-1

cstar = cmat.star(no.pois=3, no.norm=3, TV, lamvec)

## End(Not run)