This function calculates the upper Frechet-Hoeffding bound on the correlation between a Poisson variable
and the normal variable used to generate it. It is used in findintercorr_cat_pois
and findintercorr_cont_pois
in calculating the intermediate MVN correlations. This uses
the method of Amatya & Demirtas (2015, 10.1080/00949655.2014.953534). This function would not ordinarily be called directly by the user.
chat_pois(lam, n_unif = 10000, seed = 1234)
a vector of lambda (> 0) constants for the Poisson variables (see Poisson
)
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.
Amatya A & Demirtas H (2015). Simultaneous generation of multivariate mixed data with Poisson and normal marginals. Journal of Statistical Computation and Simulation, 85(15): 3129-39. 10.1080/00949655.2014.953534.
Demirtas H & Hedeker D (2011). A practical way for computing approximate lower and upper correlation bounds. American Statistician, 65(2): 104-109. 10.1198/tast.2011.10090.
Frechet M. Sur les tableaux de correlation dont les marges sont donnees. Ann. l'Univ. Lyon SectA. 1951;14:53-77.
Hoeffding W. Scale-invariant correlation theory. In: Fisher NI, Sen PK, editors. The collected works of Wassily Hoeffding. New York: Springer-Verlag; 1994. p. 57-107.
Yahav I & Shmueli G (2012). On Generating Multivariate Poisson Data in Management Science Applications. Applied Stochastic Models in Business and Industry, 28(1): 91-102. 10.1002/asmb.901.
findintercorr_cat_pois
, findintercorr_cont_pois
,
findintercorr