ComputeCorrGpois: Computes the Lower and Upper Correlation Bounds

In RNGforGPD: Random Number Generation for Generalized Poisson Distribution

Description

ComputeCorrGpois computes the lower and upper correlation bounds of pairwise correlations between any pair of generalized Poisson variables using the Generate, Sort, and Correlate (GSC) algorithm described in Demirtas and Hedeker (2011).

Usage

ComputeCorrGpois(theta.vec, lambda.vec, verbose = TRUE)

Arguments

theta.vec	rate parameters in the generalized Poisson distribution. It is assumed that the length of the vector is at least two, and each value has to be a positive number.
lambda.vec	dispersion parameters in the generalized Poisson distribution. It is assumed that the length of the vector is at least two. All lambda values have to be less than 1. For lambda < 0, lambda must be greater than or equal to -theta/4.
verbose	logical variable that determines whether to display the traces. Default is set to TRUE.

Value

Lower and upper correlation bounds.

References

Demirtas, H. and Hedeker, D. (2011). A practical way for computing approximate lower and upper correlation bounds. The American Statistician, 65(2), 104-109.

Examples

 
 ComputeCorrGpois(c(3, 2, 5, 4), c(0.3, 0.2, 0.5, 0.6), verbose = TRUE)
 ComputeCorrGpois(c(4, 5), c(-0.45, -0.11), verbose = TRUE)

RNGforGPD documentation built on Nov. 18, 2020, 5:08 p.m.