addCorFlex: Create multivariate (correlated) data - for general...

In simstudy: Simulation of Study Data

Create multivariate (correlated) data - for general distributions

Description

Create multivariate (correlated) data - for general distributions

Usage

addCorFlex(
  dt,
  defs,
  rho = 0,
  tau = NULL,
  corstr = "cs",
  corMatrix = NULL,
  envir = parent.frame()
)

Arguments

dt	Data table that will be updated.
defs	Field definition table created by function defDataAdd.
rho	Correlation coefficient, -1 <= rho <= 1. Use if corMatrix is not provided.
tau	Correlation based on Kendall's tau. If tau is specified, then it is used as the correlation even if rho is specified. If tau is NULL, then the specified value of rho is used, or rho defaults to 0.
corstr	Correlation structure of the variance-covariance matrix defined by sigma and rho. Options include "cs" for a compound symmetry structure and "ar1" for an autoregressive structure. Defaults to "cs".
corMatrix	Correlation matrix can be entered directly. It must be symmetrical and positive semi-definite. It is not a required field; if a matrix is not provided, then a structure and correlation coefficient rho must be specified.
envir	Environment the data definitions are evaluated in. Defaults to base::parent.frame.

Value

data.table with added column(s) of correlated data

Examples

defC <- defData(
  varname = "nInds", formula = 50, dist = "noZeroPoisson",
  id = "idClust"
)

dc <- genData(10, defC)
#### Normal only

dc <- addCorData(dc,
  mu = c(0, 0, 0, 0), sigma = c(2, 2, 2, 2), rho = .2,
  corstr = "cs", cnames = c("a", "b", "c", "d"),
  idname = "idClust"
)

di <- genCluster(dc, "idClust", "nInds", "id")

defI <- defDataAdd(
  varname = "A", formula = "-1 + a", variance = 3,
  dist = "normal"
)
defI <- defDataAdd(defI,
  varname = "B", formula = "4.5 + b", variance = .5,
  dist = "normal"
)
defI <- defDataAdd(defI,
  varname = "C", formula = "5*c", variance = 3,
  dist = "normal"
)
defI <- defDataAdd(defI,
  varname = "D", formula = "1.6 + d", variance = 1,
  dist = "normal"
)

#### Generate new data

di <- addCorFlex(di, defI, rho = 0.4, corstr = "cs")

# Check correlations by cluster

for (i in 1:nrow(dc)) {
  print(cor(di[idClust == i, list(A, B, C, D)]))
}

# Check global correlations - should not be as correlated
cor(di[, list(A, B, C, D)])

simstudy documentation built on Nov. 23, 2023, 1:06 a.m.