PoisBinNonNor (version 1.3.3)

intermediate.corr.PB: Computes the pairwise entries of the intermediate normal correlation matrix for all Poisson-binary combinations given the specified correlation matrix.

Description

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

Usage

intermediate.corr.PB(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 matrix of n.P*n.B.

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.PP, intermediate.corr.BB

Examples

# NOT RUN {
n.P<-2
n.B<-1
lambda.vec<-c(2,3)
prop.vec<-c(0.3)
corr.mat=matrix(c(1,0.2,0.1,0.2,1,0.5,0.1,0.5,1),3,3)

intmatPB=intermediate.corr.PB(n.P,n.B,n.C=0,lambda.vec,prop.vec,coef.mat=NULL, 
corr.vec=NULL,corr.mat)
intmatPB
# }