R: Computes the subset of the intermediate correlation matrix...
intercor.NNP
R Documentation
Computes the subset of the intermediate correlation matrix that is pertinent to the count-continuous pairs
Description
This function computes the submatrix of the intermediate correlation matrix of the multivariate normal distribution. It is relevant to the count-continuous part of the data.
Usage
intercor.NNP(lamvec, cmat, pmat)
Arguments
lamvec
a vector of lambda values of length n1.
cmat
a (n1+n2)x(n1+n2) matrix of specified correlations.
pmat
a n2x4 matrix where each row includes the four coefficients (a,b,c,d) of the Fleishman's system.
Details
Calculations are done by combining the methods described in Demirtas, Hedeker and Mermelstein (2012) and Amatya and Demirtas (2017).
Value
Returns an intermediate correlation matrix of size n1 x n2
References
Amatya, A. and Demirtas, H. (2017). PoisNor: An R package for generation of multivariate data with Poisson and normal marginals. Forthcoming in Communications in Statistics–Simulation and Computation.
Demirtas, H., Hedeker, D. and Mermelstein, R.J. (2012). Simulation of massive public health data by power polynomials. Statistics in Medicine, 31(27), 3337-3346.