intercor.NNP: Computes the subset of the intermediate correlation matrix...

Description Usage Arguments Details Value References Examples

View source: R/intercor.NNP.R

Description

This function computes the submatrix of the intermediate correlation matrix of the multivariate normal distribution. It is relevant to the count-continuous part of the data.

Usage

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intercor.NNP(lamvec, cmat, pmat)

Arguments

lamvec

a vector of lambda values of length n1.

cmat

a (n1+n2)x(n1+n2) matrix of specified correlations.

pmat

a n2x4 matrix where each row includes the four coefficients (a,b,c,d) of the Fleishman's system.

Details

Calculations are done by combining the methods described in Demirtas, Hedeker and Mermelstein (2012) and Amatya and Demirtas (2017).

Value

Returns an intermediate correlation matrix of size n1 x n2

References

Amatya, A. and Demirtas, H. (2017). PoisNor: An R package for generation of multivariate data with Poisson and normal marginals. Communications in Statistics–Simulation and Computation, 46(3), 2241-2253.

Demirtas, H., Hedeker, D. and Mermelstein, R.J. (2012). Simulation of massive public health data by power polynomials. Statistics in Medicine, 31(27), 3337-3346.

Examples

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## Not run: 
pmat = matrix(c(
   0.1148643, 1.0899150, -0.1148643, -0.0356926,
  -0.0488138, 0.9203374,  0.0488138,  0.0251256,
  -0.2107427, 1.0398224,  0.2107427, -0.0293247), nrow=3, byrow=TRUE)

lamvec = c(0.5,0.7,0.9)

cmat = matrix(c(
  0.342,  0.090, 0.141,
  0.297, -0.022, 0.177,
 0.294, -0.044, 0.129), nrow=3, byrow=TRUE)

intercor.NNP(lamvec, cmat, pmat)

## End(Not run)

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