Description Usage Arguments Value References See Also Examples
View source: R/intermediate.corr.PP.R
This function computes the intermediate normal correlation matrix for Poisson-Poisson combinations before inverse cdf matching as formulated in Amatya and Demirtas (2015).
1 | intermediate.corr.PP(n.P, lambda.vec, corr.vec = NULL, corr.mat = NULL)
|
n.P |
Number of Poisson 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. |
A correlation matrix of size n.P*n.P
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.
1 2 3 4 5 6 7 8 9 10 | 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,lambda.vec,corr.vec=NULL,corr.mat)
## Not run:
#See also cmat.star in R package PoisNor
#cmat.star(no.pois=3,no.norm=0,corMat=corr.mat,lamvec=lambda.vec)
## End(Not run)
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