simstudy (version 0.1.3)

genCorGen: Create multivariate (correlated) data - for general distributions

Description

Create multivariate (correlated) data - for general distributions

Usage

genCorGen(n, nvars, params1, params2 = NULL, dist, rho, corstr,
  corMatrix = NULL, wide = FALSE, cnames = NULL)

Arguments

n

Number of observations

nvars

Number of variables

params1

A single vector specifying the mean of the distribution. The vector is of length 1 if the mean is the same across all observations, otherwise the vector is of length nvars. In the case of the uniform distribution the vector specifies the minimum.

params2

A single vector specifying a possible second parameter for the distribution. For the normal distribution, this will be the variance; for the gamma distribution, this will be the dispersion; and for the uniform distribution, this will be the maximum. The vector is of length 1 if the mean is the same across all observations, otherwise the vector is of length nvars.

dist

A string indicating "binary", "poisson" or "gamma", "normal", or "uniform".

rho

Correlation coefficient, -1 <= rho <= 1. Use if corMatrix is not provided.

corstr

Correlation structure of the variance-covariance matrix defined by sigma and rho. Options include "cs" for a compound symmetry structure and "ar1" for an autoregressive structure.

corMatrix

Correlation matrix can be entered directly. It must be symmetrical and positive semi-definite. It is not a required field; if a matrix is not provided, then a structure and correlation coefficient rho must be specified.

wide

The layout of the returned file - if wide = TRUE, all new correlated variables will be returned in a single record, if wide = FALSE, each new variable will be its own record (i.e. the data will be in long form). Defaults to FALSE.

cnames

Explicit column names. A single string with names separated by commas. If no string is provided, the default names will be V#, where # represents the column.

Value

data.table with added column(s) of correlated data

Examples

l <- c(8, 10, 12)

genCorGen(1000, nvars = 3, params1 = l, dist = "poisson", rho = .7, corstr = "cs")
genCorGen(1000, nvars = 3, params1 = 5, dist = "poisson", rho = .7, corstr = "cs")
genCorGen(1000, nvars = 3, params1 = l, dist = "poisson", rho = .7, corstr = "cs", wide = TRUE)
genCorGen(1000, nvars = 3, params1 = 5, dist = "poisson", rho = .7, corstr = "cs", wide = TRUE)

genCorGen(1000, nvars = 3, params1 = l, dist = "poisson", rho = .7, corstr = "cs",
          cnames = "new_var")
genCorGen(1000, nvars = 3, params1 = l, dist = "poisson", rho = .7, corstr = "cs",
          wide = TRUE, cnames = "a, b, c")

genCorGen(1000, nvars = 3, params1 = c(.3, .5, .7), dist = "binary", rho = .3, corstr = "cs")
genCorGen(1000, nvars = 3, params1 = l, params2 = c(1,1,1), dist = "gamma", rho = .3,
          corstr = "cs", wide = TRUE)