Computes an intermediate normal correlation matrix for Poisson variables given the specified correlation matrix

Description

This function computes the intermediate normal correlation matrix for Poisson-Poisson combinations before inverse cdf matching as formulated in Amatya and Demirtas (2015).

Usage

intermediate.corr.PP(n.P, n.B, n.C, lambda.vec, corr.vec = NULL, corr.mat = NULL)

Arguments

Value

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

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.

See Also

intermediate.corr.PB, intermediate.corr.PC

Examples

n.P<-3
lambda.vec<-c(1,2,3)
corr.mat<-matrix(c(1,0.352,0.265,0.352,1,0.121,0.265,0.121,1),n.P,n.P)
intmatPP=intermediate.corr.PP(n.P,n.B=0,n.C=0,lambda.vec,corr.vec=NULL,corr.mat)
intmatPP

## Not run: 
#See also cmat.star in  R package PoisNor 
#cmat.star(no.pois=3,no.norm=0,corMat=corr.mat,lamvec=lambda.vec)

## End(Not run)

Results

R version 3.3.1 (2016-06-21) -- "Bug in Your Hair"
Copyright (C) 2016 The R Foundation for Statistical Computing
Platform: x86_64-pc-linux-gnu (64-bit)

R is free software and comes with ABSOLUTELY NO WARRANTY.
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Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.

> library(PoisBinNonNor)
Loading required package: BB
Loading required package: corpcor
Loading required package: Matrix
Loading required package: mvtnorm
> png(filename="/home/ddbj/snapshot/RGM3/R_CC/result/PoisBinNonNor/intermediate.corr.PP.Rd_%03d_medium.png", width=480, height=480)
> ### Name: intermediate.corr.PP
> ### Title: Computes an intermediate normal correlation matrix for Poisson
> ###   variables given the specified correlation matrix
> ### Aliases: intermediate.corr.PP
> 
> ### ** Examples
> 
> n.P<-3
> lambda.vec<-c(1,2,3)
> corr.mat<-matrix(c(1,0.352,0.265,0.352,1,0.121,0.265,0.121,1),n.P,n.P)
> intmatPP=intermediate.corr.PP(n.P,n.B=0,n.C=0,lambda.vec,corr.vec=NULL,corr.mat)
> intmatPP
          [,1]      [,2]      [,3]
[1,] 1.0000000 0.3926818 0.2942221
[2,] 0.3926818 1.0000000 0.1290156
[3,] 0.2942221 0.1290156 1.0000000
> 
> ## Not run: 
> ##D #See also cmat.star in  R package PoisNor 
> ##D #cmat.star(no.pois=3,no.norm=0,corMat=corr.mat,lamvec=lambda.vec)
> ## End(Not run)
> 
> 
> 
> 
> 
> dev.off()
null device 
          1 
>