Description Usage Arguments Value References See Also Examples
The function computes an intermediate correlation matrix which leads to the target correlation matrix after inverse CDF transformation of the samples generated from a multivariate normal distribution with the intermediate correlation matrix.
1 | cmat.star(no.pois, no.norm, corMat, lamvec)
|
no.pois |
Number of Poisson variables in the data. |
no.norm |
Number of normal variables in the data. |
corMat |
A positive definite target correlation matrix whose entries are within the valid limits. |
lamvec |
Vector of Poisson rates (means). |
An intermediate correlation matrix of size (no.pois + no.norm) \times (no.pois+ no.norm)
I. Yahav and G. Shmueli (2012). On generating multivariate poisson data in management science applications. Applied Stochastic Models in Business and Industry; 28(1):91-102.
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