overall.corr.mat: Computes the final intermediate correlation matrix

In PoisBinNonNor: Data Generation with Poisson, Binary and Continuous Components

Description

This function computes the final correlation matrix by combining pairwise intermediate correlation matrix entries for Poisson-Poisson, Poisson-binary, Poisson-continuous, binary-binary, binary-continuous, and continuous-continuous combinations. If the resulting correlation matrix is not positive definite, a nearest positive matrix will be used.

Usage

overall.corr.mat(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 correlation matrix of size (n.P+N.B+n.C)*(n.P+N.B+n.C).

See Also

intermediate.corr.PP, intermediate.corr.BB, intermediate.corr.CC,

intermediate.corr.PB, intermediate.corr.PC, intermediate.corr.BC

Examples

## Not run: 
n.P<-1
n.B<-1
n.C<-1
lambda.vec<-c(1)
prop.vec<-c(0.3)
coef.mat<-matrix(c(0,1,0,0),4,1)
corr.vec=NULL
corr.mat=matrix(c(1,0.2,0.1,0.2,1,0.5,0.1,0.5,1),3,3)

finalmat=overall.corr.mat(n.P,n.B,n.C,lambda.vec,prop.vec,coef.mat, 
corr.vec=NULL,corr.mat)
finalmat

## End(Not run)

PoisBinNonNor documentation built on March 22, 2021, 9:07 a.m.