R/Cor.PP.Limit.R

In PoisNor: Simultaneous Generation of Multivariate Data with Poisson and Normal Marginals

Defines functions Cor.PP.Limit

Documented in Cor.PP.Limit

Cor.PP.Limit <-
function(lamvec){
  samples=100000
  u = runif(samples, 0, 1)
  lambda1=lamvec[1]
  lambda2=lamvec[2]
  maxcor=cor(qpois(u, lambda1), qpois(u, lambda2))
  mincor=cor(qpois(u, lambda1), qpois(1-u, lambda2))
  return( c(mincor,maxcor) )
}

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