GenerateBOD | R Documentation |
Using a three step algorithm to generate overdispersed binomial outcome data. When the number of frequencies, binomial random variable, probability of success and overdispersion are given.
GenerateBOD(N,n,pi,rho)
N |
single value for number of total frequencies |
n |
single value for binomial random variable |
pi |
single value for probability of success |
rho |
single value for overdispersion parameter |
The generated binomial random variables are overdispersed based on rho
for the probability of
success pi
.
Step 1: Solve the following equation for a given n,pi,rho
,
phi(z(pi),z(pi),delta)=pi(1-pi)rho + pi^2,
For delta
where phi(z(pi),z(pi),delta)
is the cumulative distribution function of the
standard bivariate normal random variable with correlation coefficient delta
, and z(pi)
denotes
the pi^{th}
quantile of the standard normal distribution.
Step 2: Generate $n$-dimensional multivariate normal random variables, Z_i=(Z_{i1},Z_{i2},ldots,Z_{in})^T
with mean 0
and constant correlation matrix Sigma_i
for i=1,2,\ldots,N,
where the elements of
(Sigma_i)_{lm}
are delta
for l \ne m
.
Step 3: Now for each j=1,2,\ldots,n
define X_{ij} = 1;
if Z_{ij} < z(\pi)
, or
X_{ij} = 0;
otherwise. Then, it can be showed that the random variable Y_i=\sum_{j=1}^{n} X_{ij}
is overdispersed relative to the Binomial distribution.
NOTE : If input parameters are not in given domain conditions necessary error messages will be provided to go further.
The output of GenerateBOD
gives a vector of overdispersed binomial random variables
manoj2013mcdonaldfitODBOD
N <- 500 # Number of observations
n <- 10 # Dimension of multivariate normal random variables
pi <- 0.5 # Probability threshold
rho <- 0.1 # Dispersion parameter
# Generate overdispersed binomial variables
New_overdispersed_data <- GenerateBOD(N, n, pi, rho)
table(New_overdispersed_data)
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