corr.nn4pbo: Finds the underlying bivariate normal correlation given the correlation for a count-binary or count-ordinal pair.
Description
This function computes the underlying bivariate normal correlation given the correlation for a pair of count and binary variables
or a pair of count and ordinal variables.
Usage
corr.nn4pbo(lam, p, PO.cor)
Arguments
lam
Rate parameter for the count variable.
p
A vector of probabilities for an ordinal variable. The i-th element of the pvec is the cumulative probability defining
the marginal distribution of the ordinal variable. If the variable has k categories, the i-th element of p will contain k-1
PO.cor
Pre-specified correlation for a pair of count and binary, or count and ordinal, variables.
Value
A tetrachoric correlation coefficient.
References
Amatya, A. and Demirtas, H. (2016). Simultaneous generation of multivariate mixed data with Poisson and normal
marginals. Journal of Statistical Computation and Simulation. In press.
Yahav, I. & Shmueli, G. (2012). On generating multivariate Poisson data in management science applications. Applied Stochastic Models in Business and Industry, Volume 28(1), 91-102.