PoisBinNonNor (version 1.3.3)

intermediate.corr.PP: 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

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

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.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

# NOT RUN {
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)
# }