PoisNor: An R package for generation of multivariate data with Poisson and normal marginals

ABSTRACT

In this article, the operational details of the R package PoisNor that is designed for simulating multivariate data with count and continuous variables with a prespecified correlation matrix are described, and examples of some important functions are given. The data-generation mechanism is a combination of the “NORmal To Anything” principle and a recently established connection between Poisson and normal correlations. The package provides a unique and useful tool that has been lacking for generating multivariate mixed data with Poisson and normal components.

KEYWORDS:

• Count and continuous data
• Random number generation
• Simulation

MATHEMATICS SUBJECT CLASSIFICATION:

• Primary 62 - Statistics
• Secondary 62P99