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

Description Usage Arguments Details Value References Examples

View source: R/intercor.PP.R

Description

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

Usage

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intercor.PP(lamvec, cmat)

Arguments

lamvec

a vector of lambda values of length n1.

cmat

a n1xn1 matrix of specified correlations.

Details

Calculations are done by combining the methods described in Yahav and Shumeli (2012) and Amatya and Demirtas (2017).

Value

Returns an intermediate matrix of size n1xn1.

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.

Yahav, I. and 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: 
lamvec = c(0.5,0.7,0.9)
cmat = matrix(c(
  1.000,  0.352,  0.265, 
  0.352,  1.000,  0.121, 
  0.265,  0.121,  1.000), nrow=3, byrow=TRUE)
intercor.PP(lamvec, cmat)

## End(Not run)

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