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

In SimMultiCorrData: Simulation of Correlated Data with Multiple Variable Types

Description

This function calculates a k_cat x k_nb intermediate matrix of correlations for the k_cat ordinal (r >= 2 categories) and k_nb Negative Binomial variables. It extends the method of Amatya & Demirtas (2015, doi: 10.1080/00949655.2014.953534) to ordinal - Negative Binomial pairs. 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 (see chat_nb) 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 findintercorr and rcorrvar. This function would not ordinarily be called by the user.

Usage

findintercorr_cat_nb(rho_cat_nb, marginal, size, prob, mu = NULL,
  nrand = 100000, seed = 1234)

Arguments

rho_cat_nb	a k_cat x k_nb matrix of target correlations among ordinal and Negative Binomial variables
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 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)
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 findintercorr_cat_pois

See Also

chat_nb, findintercorr, rcorrvar

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