This function calculates a
k_cont x k_nb intermediate matrix of correlations for the
k_cont continuous and
k_nb Negative Binomial variables. It extends the method of Amatya & Demirtas (2015, doi: 10.1080/00949655.2014.953534) to
continuous variables generated using Headrick's fifth-order polynomial transformation and regular or zero-inflated NB variables.
Here, the intermediate correlation between Z1 and Z2 (where Z1 is the standard normal variable transformed using Headrick's fifth-order
or Fleishman's third-order method to produce a continuous 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 the power method correlation (described in Headrick & Kowalchuk, 2007,
doi: 10.1080/10629360600605065) between Y1 and Z1. The function is used in
corrvar. This function would not ordinarily be called by the user.
1 2 3
the method used to generate the
a matrix with
a vector of size parameters for the Negative Binomial variables (see
a vector of mean parameters for the NB variables (*Note: either
a vector of probabilities of structural zeros (not including zeros from the NB distribution) for the zero-inflated NB variables
the number of random numbers to generate in calculating the bound (default = 10000)
the seed used in random number generation (default = 1234)
k_cont x k_nb matrix whose rows represent the
k_cont continuous variables and columns represent the
k_nb Negative Binomial variables
Please see references for
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