intercorr_cont_pois: Calculate Intermediate MVN Correlation for Continuous -...

Description Usage Arguments Value References See Also

View source: R/intercorr_cont_pois.R


This function calculates a k_cont x k_pois intermediate matrix of correlations for the k_cont continuous and k_pois Poisson 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 zero-inflated Poisson 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 Poisson 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 Poisson 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 intercorr and corrvar. This function would not ordinarily be called by the user.


intercorr_cont_pois(method = c("Fleishman", "Polynomial"), constants = NULL,
  rho_cont_pois = NULL, lam = NULL, p_zip = 0, nrand = 100000,
  seed = 1234)



the method used to generate the k_cont continuous variables. "Fleishman" uses a third-order polynomial transformation and "Polynomial" uses Headrick's fifth-order transformation.


a matrix with k_cont rows, each a vector of constants c0, c1, c2, c3 (if method = "Fleishman") or c0, c1, c2, c3, c4, c5 (if method = "Polynomial"), like that returned by find_constants


a k_cont x k_pois matrix of target correlations among continuous and Poisson variables; the Poisson variables should be ordered 1st regular, 2nd zero-inflated


a vector of lambda (mean > 0) constants for the regular and zero-inflated Poisson variables (see stats::dpois); the order should be 1st regular Poisson variables, 2nd zero-inflated Poisson variables


a vector of probabilities of structural zeros (not including zeros from the Poisson distribution) for the zero-inflated Poisson variables (see VGAM::dzipois); if p_zip = 0, Y_{pois} has a regular Poisson distribution; if p_zip is in (0, 1), Y_{pois} has a zero-inflated Poisson distribution; if p_zip is in (-(exp(lam) - 1)^(-1), 0), Y_{pois} has a zero-deflated Poisson distribution and p_zip is not a probability; if p_zip = -(exp(lam) - 1)^(-1), Y_{pois} has a positive-Poisson distribution (see VGAM::dpospois); if length(p_zip) < length(lam), the missing values are set to 0 (and ordered 1st)


the number of random numbers to generate in calculating the bound (default = 10000)


the seed used in random number generation (default = 1234)


a k_cont x k_pois matrix whose rows represent the k_cont continuous variables and columns represent the k_pois Poisson variables


Amatya A & Demirtas H (2015). Simultaneous generation of multivariate mixed data with Poisson and normal marginals. Journal of Statistical Computation and Simulation, 85(15):3129-39. doi: 10.1080/00949655.2014.953534.

Demirtas H & Hedeker D (2011). A practical way for computing approximate lower and upper correlation bounds. American Statistician, 65(2):104-109. doi: 10.1198/tast.2011.10090.

Frechet M (1951). Sur les tableaux de correlation dont les marges sont donnees. Ann. l'Univ. Lyon SectA, 14:53-77.

Headrick TC, Kowalchuk RK (2007). The Power Method Transformation: Its Probability Density Function, Distribution Function, and Its Further Use for Fitting Data. Journal of Statistical Computation and Simulation, 77:229-249. doi: 10.1080/10629360600605065.

Hoeffding W. Scale-invariant correlation theory. In: Fisher NI, Sen PK, editors. The collected works of Wassily Hoeffding. New York: Springer-Verlag; 1994. p. 57-107.

Yahav I & Shmueli G (2012). On Generating Multivariate Poisson Data in Management Science Applications. Applied Stochastic Models in Business and Industry, 28(1):91-102. doi: 10.1002/asmb.901.

Yee TW (2018). VGAM: Vector Generalized Linear and Additive Models. R package version 1.0-5.

See Also

power_norm_corr, find_constants, intercorr, corrvar

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