This function calculates the upper Frechet-Hoeffding bound on the correlation between a Negative Binomial variable
and the normal variable used to generate it. It is used in findintercorr_cat_nb
and findintercorr_cont_nb
in calculating the intermediate MVN correlations. This extends
the method of Amatya & Demirtas (2015, 10.1080/00949655.2014.953534) to Negative Binomial variables. This function would not ordinarily be called directly by the user.
chat_nb(size, prob = NULL, mu = NULL, n_unif = 10000, seed = 1234)
a vector of size parameters for the Negative Binomial variables (see NegBinomial
)
a vector of success probability parameters
a vector of mean parameters (*Note: either prob
or mu
should be supplied for all Negative Binomial variables,
not a mixture; default = NULL)
the number of uniform random numbers to generate in calculating the bound (default = 10000)
the seed used in random number generation (default = 1234)
A scalar equal to the correlation upper bound.
Please see references for chat_pois
.