| CorrNNGpois {RNGforGPD} | R Documentation |
Adjusts the Target Correlation
Description
CorrNNGpois adjusts the actual/realized correlation to the target correlation bounds for
a pair of generalized Poisson variables.
Usage
CorrNNGpois(theta.vec, lambda.vec, r)
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. |
r |
desired target correlation. |
Value
The adjusted target correlation.
References
Yahav, I. and Shmueli, G.(2012), On generating multivariate Poisson data in management science applications. Applied Stochastic Models in Business and Industry, 28(1), 91-102.
Examples
CorrNNGpois(c(0.1, 10), c(0.1, 0.2), 0.5)
CorrNNGpois(c(0.1, 10), c(-0.01, -0.02), 0.5)
CorrNNGpois(c(4, 2.3), c(-0.32,-0.3), 0.7)
CorrNNGpois(c(14, 10), c(-0.8, -0.3), 0.9)