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. & Demirtas, H. (2015). Simultaneous generation of multivariate mixed data with Poisson and normal marginals. Journal of Statistical Computation and Simulation, Volume 85, Issue 15, 3129-3139.
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.