| chat_nb {SimMultiCorrData} | R Documentation |
Calculate Upper Frechet-Hoeffding Correlation Bound: Negative Binomial - Normal Variables
Description
This function calculates the upper Frechet-Hoeffding bound on the correlation between a Negative Binomial variable
and the normal variable used to generate it. It is used in findintercorr_cat_nb
and findintercorr_cont_nb in calculating the intermediate MVN correlations. This extends
the method of Amatya & Demirtas (2015, doi: 10.1080/00949655.2014.953534) to Negative Binomial variables. This function would not ordinarily be called directly by the user.
Usage
chat_nb(size, prob = NULL, mu = NULL, n_unif = 10000, seed = 1234)
Arguments
size |
a vector of size parameters for the Negative Binomial variables (see |
prob |
a vector of success probability parameters |
mu |
a vector of mean parameters (*Note: either |
n_unif |
the number of uniform random numbers to generate in calculating the bound (default = 10000) |
seed |
the seed used in random number generation (default = 1234) |
Value
A scalar equal to the correlation upper bound.
References
Please see references for chat_pois.
See Also
findintercorr_cat_nb, findintercorr_cont_nb,
findintercorr