findintercorr_pois_nb: Calculate Intermediate MVN Correlation for Poisson - Negative...

In SimMultiCorrData: Simulation of Correlated Data with Multiple Variable Types

Description

This function calculates a k_pois x k_nb intermediate matrix of correlations for the Poisson and Negative Binomial variables by extending the method of Yahav & Shmueli (2012, doi: 10.1002/asmb.901). The intermediate correlation between Z1 and Z2 (the standard normal variables used to generate the Poisson and Negative Binomial variables Y1 and Y2 via the inverse cdf method) is calculated using a logarithmic transformation of the target correlation. First, the upper and lower Frechet-Hoeffding bounds (mincor, maxcor) on ρ_{y1,y2} are simulated. Then the intermediate correlation is found as follows:

ρ_{z1,z2} = (1/b) * log((ρ_{y1,y2} - c)/a)

, where a = -(maxcor * mincor)/(maxcor + mincor), b = log((maxcor + a)/a), and c = -a. The function adapts code from Amatya & Demirtas' (2016) package PoisNor-package by:

1) allowing specifications for the number of random variates and the seed for reproducibility

2) providing the following checks: if ρ_{z1,z2} >= 1, ρ_{z1,z2} is set to 0.99; if ρ_{z1,z2} <= -1, ρ_{z1,z2} is set to -0.99

3) simulating Negative Binomial variables. The function is used in findintercorr and rcorrvar. This function would not ordinarily be called by the user.

Usage

findintercorr_pois_nb(rho_pois_nb, lam, size, prob, mu = NULL,
  nrand = 100000, seed = 1234)

Arguments

rho_pois_nb	a k_pois x k_nb matrix of target correlations
lam	a vector of lambda (> 0) constants for the Poisson variables (see Poisson)
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

the k_pois x k_nb intermediate correlation matrix whose rows represent the k_pois Poisson variables and columns represent the k_nb Negative Binomial variables

References

Please see references for findintercorr_pois.

See Also

PoisNor-package, findintercorr_pois, findintercorr_nb, findintercorr, rcorrvar

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