R Graphical Manual

Browse All

Last data update: 2014.03.03

R: Computes the pairwise entries of the intermediate normal...

intermediate.corr.PC

R Documentation

Computes the pairwise entries of the intermediate normal correlation matrix for all Poisson-continuous combinations given the specified correlation matrix.

Description

This function computes the pairwise entries of the intermediate normal correlation matrix for all Poisson-continuous combinations given the specified correlation matrix as formulated in Amatya and Demirtas (2015).

Usage

intermediate.corr.PC(n.P, n.B, n.C, lambda.vec = NULL, prop.vec = NULL, coef.mat = NULL, 
corr.vec = NULL, corr.mat = NULL)

Arguments

`n.P`	Number of Poisson variables.
`n.B`	Number of binary variables.
`n.C`	Number of continuous variables.
`lambda.vec`	Rate vector for Poisson variables.
`prop.vec`	Proportion vector for binary variables.
`coef.mat`	Matrix of coefficients produced from `fleishman.coef`.
`corr.vec`	Vector of elements below the diagonal of correlation matrix ordered column-wise.
`corr.mat`	Specified correlation matrix.

Value

A correlation matrix of size n.P*n.C.

References

Amatya, A. and Demirtas, H. (2015). Simultaneous generation of multivariate mixed data with Poisson and normal marginals. Journal of Statistical Computation and Simulation, (85)15, 3129-3139.

Examples

## Not run: 
n.P=2
n.C=4
lambda.vec=c(2,3)
coef.mat=matrix(rep(c(0,1,0,0),each=4),4,byrow=TRUE)
corr.vec = NULL
corr.mat=matrix(c(1.0,-0.3,-0.3,-0.3,-0.3,-0.3,
-0.3,1.0,-0.3,-0.3,-0.3,-0.3,
-0.3,-0.3,1.0,0.4,0.5,0.6,
-0.3,-0.3,0.4,1.0,0.7,0.8,
-0.3,-0.3,0.5,0.7,1.0,0.9,
-0.3,-0.3,0.6,0.8,0.9,1.0),6,byrow=TRUE)

intmatPC=intermediate.corr.PC(n.P,n.B=0,n.C,lambda.vec,prop.vec=NULL, 
coef.mat,corr.vec=NULL,corr.mat)

intmatPC

#See also cmat.star in  R package PoisNor 
#cmat.star(no.pois=2,no.norm=4,corMat=corr.mat,lamvec=lambda.vec)

## End(Not run)