SimCorrMix (version 0.1.1)

maxcount_support: Calculate Maximum Support Value for Count Variables: Correlation Method 2

Description

This function calculates the maximum support value for count variables by extending the method of Barbiero & Ferrari (2015, 10.1002/asmb.2072) to include regular and zero-inflated Poisson and Negative Binomial variables. In order for count variables to be treated as ordinal in the calculation of the intermediate MVN correlation matrix, their infinite support must be truncated (made finite). This is done by setting the total cumulative probability equal to 1 - a small user-specified value (pois_eps or nb_eps). The maximum support value equals the inverse CDF applied to this result. The truncation values may differ for each variable. The function is used in intercorr2 and corrvar2 and would not ordinarily be called by the user.

Usage

maxcount_support(k_pois = 0, k_nb = 0, lam = NULL, p_zip = 0,
  size = NULL, prob = NULL, mu = NULL, p_zinb = 0, pois_eps = NULL,
  nb_eps = NULL)

Arguments

k_pois

the number of Poisson variables

k_nb

the number of Negative Binomial variables

lam

a vector of lambda (mean > 0) constants for the regular and zero-inflated Poisson variables (see stats::dpois); the order should be 1st regular Poisson variables, 2nd zero-inflated Poisson variables

p_zip

a vector of probabilities of structural zeros (not including zeros from the Poisson distribution) for the zero-inflated Poisson variables (see VGAM::dzipois); if p_zip = 0, \(Y_{pois}\) has a regular Poisson distribution; if p_zip is in (0, 1), \(Y_{pois}\) has a zero-inflated Poisson distribution; if p_zip is in (-(exp(lam) - 1)^(-1), 0), \(Y_{pois}\) has a zero-deflated Poisson distribution and p_zip is not a probability; if p_zip = -(exp(lam) - 1)^(-1), \(Y_{pois}\) has a positive-Poisson distribution (see VGAM::dpospois); if length(p_zip) < length(lam), the missing values are set to 0 (and ordered 1st)

size

a vector of size parameters for the Negative Binomial variables (see stats::dnbinom); the order should be 1st regular NB variables, 2nd zero-inflated NB variables

prob

a vector of success probability parameters for the NB variables; order the same as in size

mu

a vector of mean parameters for the NB variables (*Note: either prob or mu should be supplied for all Negative Binomial variables, not a mixture; default = NULL); order the same as in size; for zero-inflated NB this refers to the mean of the NB distribution (see VGAM::dzinegbin)

p_zinb

a vector of probabilities of structural zeros (not including zeros from the NB distribution) for the zero-inflated NB variables (see VGAM::dzinegbin); if p_zinb = 0, \(Y_{nb}\) has a regular NB distribution; if p_zinb is in (-prob^size/(1 - prob^size), 0), \(Y_{nb}\) has a zero-deflated NB distribution and p_zinb is not a probability; if p_zinb = -prob^size/(1 - prob^size), \(Y_{nb}\) has a positive-NB distribution (see VGAM::dposnegbin); if length(p_zinb) < length(size), the missing values are set to 0 (and ordered 1st)

pois_eps

a vector of length k_pois containing total cumulative probability truncation values; if none are provided, the default is 0.0001 for each variable

nb_eps

a vector of length k_nb containing total cumulative probability truncation values; if none are provided, the default is 0.0001 for each variable

Value

a data.frame with k_pois + k_nb rows; the column names are:

Distribution Poisson or Negative Binomial

Number the variable index

Max the maximum support value

References

Barbiero A & Ferrari PA (2015). Simulation of correlated Poisson variables. Applied Stochastic Models in Business and Industry, 31:669-80. 10.1002/asmb.2072.

See Also

intercorr2, corrvar2