PoisBinOrd (version 1.4.1)

intermediate.corr.PP: Computes an intermediate normal correlation matrix for Poisson variables given the specified correlation matrix

Description

This function computes the intermediate normal correlation matrix for Poisson-Poisson combinations before inverse cdf matching as formulated in Amatya and Demirtas (2015).

Usage

intermediate.corr.PP(n.P, lambda.vec, corr.vec = NULL, corr.mat = NULL)

Arguments

n.P

Number of Poisson variables.

lambda.vec

Rate vector for Poisson variables.

corr.vec

Vector of elements below the diagonal of correlation matrix ordered column-wise.

corr.mat

Specified correlation matrix.

Value

A correlation matrix of size n.P*n.P

References

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

See Also

intermediate.corr.PBO

Examples

# NOT RUN {
n.P<-3
lambda.vec<-c(1,2,3)
corr.mat<-matrix(c(1,0.352,0.265,0.352,1,0.121,0.265,0.121,1),n.P,n.P)
intmatPP=intermediate.corr.PP(n.P,lambda.vec,corr.vec=NULL,corr.mat)

# }
# NOT RUN {
#See also cmat.star in  R package PoisNor 
#cmat.star(no.pois=3,no.norm=0,corMat=corr.mat,lamvec=lambda.vec)
# }