corr.nn4pp: Finds the underlying bivariate normal correlation given the correlation for a pair of count variables.
Description
This function computes the underlying bivariate normal correlation given the specified correlation for a pair of count variables.
Usage
corr.nn4pp(lambda1, lambda2, PP.cor)
Arguments
lambda1
Rate parameter for the first count variable.
lambda2
Rate parameter for the second count variable.
PP.cor
Pre-specified correlation for a pair of count variables.
Value
Correlation of underlying bivariate normal data.
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.