| ComputeCorrGpois {RNGforGPD} | R Documentation |
Computes the Lower and Upper Correlation Bounds
Description
ComputeCorrGpois computes the lower and upper correlation bounds of pairwise
correlations between any pair of generalized Poisson variables using the Generate, Sort,
and Correlate (GSC) algorithm described in Demirtas and Hedeker (2011).
Usage
ComputeCorrGpois(theta.vec, lambda.vec, verbose = TRUE)
Arguments
theta.vec |
rate parameters in the generalized Poisson distribution. It is assumed that the length of the vector is at least two, and each value has to be a positive number. |
lambda.vec |
dispersion parameters in the generalized Poisson distribution. It is assumed that the length of the vector is at least two. All lambda values have to be less than 1. For lambda < 0, lambda must be greater than or equal to -theta/4. |
verbose |
logical variable that determines whether to display the traces. Default is set to TRUE. |
Value
Lower and upper correlation bounds.
References
Demirtas, H. and Hedeker, D. (2011). A practical way for computing approximate lower and upper correlation bounds. The American Statistician, 65(2), 104-109.
Examples
ComputeCorrGpois(c(3, 2, 5, 4), c(0.3, 0.2, 0.5, 0.6), verbose = TRUE)
ComputeCorrGpois(c(4, 5), c(-0.45, -0.11), verbose = TRUE)