chat_nb: Calculate Upper Frechet-Hoeffding Correlation Bound: Negative...

In SimMultiCorrData: Simulation of Correlated Data with Multiple Variable Types

Description

This function calculates the upper Frechet-Hoeffding bound on the correlation between a Negative Binomial variable and the normal variable used to generate it. It is used in findintercorr_cat_nb and findintercorr_cont_nb in calculating the intermediate MVN correlations. This extends the method of Amatya & Demirtas (2015, doi: 10.1080/00949655.2014.953534) to Negative Binomial variables. This function would not ordinarily be called directly by the user.

Usage

chat_nb(size, prob = NULL, mu = NULL, n_unif = 10000, seed = 1234)

Arguments

size	a vector of size parameters for the Negative Binomial variables (see NegBinomial)
prob	a vector of success probability parameters
mu	a vector of mean parameters (*Note: either prob or mu should be supplied for all Negative Binomial variables, not a mixture; default = NULL)
n_unif	the number of uniform random numbers to generate in calculating the bound (default = 10000)
seed	the seed used in random number generation (default = 1234)

Value

A scalar equal to the correlation upper bound.

References

Please see references for chat_pois.

See Also

findintercorr_cat_nb, findintercorr_cont_nb, findintercorr

SimMultiCorrData documentation built on May 2, 2019, 9:50 a.m.