PoisBinOrdNor (version 1.0)

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. and Demirtas, H. (2016). Simultaneous generation of multivariate mixed data with Poisson and normal marginals. Journal of Statistical Computation and Simulation. In press.

Examples

Run this code
corr.nn4pp(0.05, 0.02, 0.34)

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