corr.nn4pbo: Finds the underlying bivariate normal correlation given the...

Description Usage Arguments Value References Examples

View source: R/corr.nn4pbo.R

Description

This function computes the underlying bivariate normal correlation given the correlation for a pair of count and binary variables or a pair of count and ordinal variables.

Usage

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corr.nn4pbo(lam, p, PO.cor)

Arguments

lam

Rate parameter for the count variable.

p

A vector of probabilities for an ordinal variable. The i-th element of the pvec is the cumulative probability defining the marginal distribution of the ordinal variable. If the variable has k categories, the i-th element of p will contain k-1 probabilities. The k-th element is implicitly 1.

PO.cor

Pre-specified correlation for a pair of count and binary, or count and ordinal, variables.

Value

A tetrachoric correlation coefficient.

References

Amatya, A. & Demirtas, H. (2015). Simultaneous generation of multivariate mixed data with Poisson and normal marginals. Journal of Statistical Computation and Simulation, 85(15), 3129-3139.

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.

Examples

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## Not run: 
corr.nn4pbo(c(0.05, 0.07), c(0.2, 0.5), 0.235)

## End(Not run)

PoisBinOrdNor documentation built on Jan. 10, 2018, 5:05 p.m.