Simultaneous Generation of Multivariate Data with Poisson and
Normal Marginals
Description
Generates multivariate data with count and continuous variables with a pre-specified correlation matrix. The count and continuous variables are assumed to have Poisson and normal marginals, respectively. The data generation mechanism is a combination of the normal to anything principle and a connection between Poisson and normal correlations in the mixture.
The details of the method are explained in Yahav et al. (2012) .