corcounts (version 1.4)

corcounts-package: Generate correlated count random variables

Description

Sample high-dimensional correlated count random variables with approximate prespecified Pearson correlation and exact margins.

Details

Package:

corcounts

Type:

Package

Version:

1.4

Date:

2009-11-13

License:

GPL (>= 3)

LazyLoad:

yes

Specify the marginal distributions and parameters and the desired correlation matrix and run 'rcounts()'.

In order to allow for regression, i.e. for individual parameters for each cluster, run 'rcounts.reg()'.

References

Erhardt, V., Czado, C. (2009) A method for approximately sampling high-dimensional count variables with prespecified Pearson correlation. Submitted for publication.

Czado, C., Erhardt, V., Min, A., Wagner, S. (2007) Zero-inflated generalized Poisson models with regression effects on the mean, dispersion and zero-inflation level applied to patent outsourcing rates. Statistical Modelling 7 (2), 125-153.