intercorr_cat_nb: Calculate Intermediate MVN Correlation for Ordinal - Negative...

In SimCorrMix: Simulation of Correlated Data with Multiple Variable Types Including Continuous and Count Mixture Distributions

Description

This function calculates the k_cat x k_nb intermediate matrix of correlations for the k_cat ordinal (r >= 2 categories) and k_nb Negative Binomial variables required to produce the target correlations in rho_cat_nb. It extends the method of Amatya & Demirtas (2015, doi: 10.1080/00949655.2014.953534) to ordinal - Negative Binomial pairs and allows for regular or zero-inflated NB variables. Here, the intermediate correlation between Z1 and Z2 (where Z1 is the standard normal variable discretized to produce an ordinal variable Y1, and Z2 is the standard normal variable used to generate a Negative Binomial variable via the inverse CDF method) is calculated by dividing the target correlation by a correction factor. The correction factor is the product of the upper Frechet-Hoeffding bound on the correlation between a Negative Binomial variable and the normal variable used to generate it and a simulated GSC upper bound on the correlation between an ordinal variable and the normal variable used to generate it (see Demirtas & Hedeker, 2011, doi: 10.1198/tast.2011.10090). The function is used in intercorr and corrvar. This function would not ordinarily be called by the user.

Usage

intercorr_cat_nb(rho_cat_nb = NULL, marginal = list(), size = NULL,
  mu = NULL, p_zinb = 0, nrand = 100000, seed = 1234)

Arguments

rho_cat_nb	a k_cat x k_nb matrix of target correlations among ordinal and Negative Binomial variables; the NB variables should be ordered 1st regular, 2nd zero-inflated
marginal	a list of length equal to k_cat; the i-th element is a vector of the cumulative probabilities defining the marginal distribution of the i-th variable; if the variable can take r values, the vector will contain r - 1 probabilities (the r-th is assumed to be 1)
size	a vector of size parameters for the Negative Binomial variables (see stats::dnbinom); the order should be 1st regular NB variables, 2nd zero-inflated NB variables
mu	a vector of mean parameters for the NB variables (*Note: either prob or mu should be supplied for all Negative Binomial variables, not a mixture; default = NULL); order the same as in size; for zero-inflated NB this refers to the mean of the NB distribution (see VGAM::dzinegbin)
p_zinb	a vector of probabilities of structural zeros (not including zeros from the NB distribution) for the zero-inflated NB variables (see VGAM::dzinegbin); if p_zinb = 0, Y_{nb} has a regular NB distribution; if p_zinb is in (-prob^size/(1 - prob^size), 0), Y_{nb} has a zero-deflated NB distribution and p_zinb is not a probability; if p_zinb = -prob^size/(1 - prob^size), Y_{nb} has a positive-NB distribution (see VGAM::dposnegbin); if length(p_zinb) < length(size), the missing values are set to 0 (and ordered 1st)
nrand	the number of random numbers to generate in calculating the bound (default = 10000)
seed	the seed used in random number generation (default = 1234)

Value

a k_cat x k_nb matrix whose rows represent the k_cat ordinal variables and columns represent the k_nb Negative Binomial variables

References

Please see references for intercorr_cat_pois.

See Also

intercorr, corrvar

SimCorrMix documentation built on May 2, 2019, 1:24 p.m.