[R] multivariate Poisson distribution
Ben Bolker
bbolker at gmail.com
Wed Nov 3 23:31:41 CET 2010
Jourdan Gold <jgold <at> uoguelph.ca> writes:
>
>
> Hello, from a search of the archives and functions,
> I am looking for information on creating random
> correlated counts from a multivariate Poisson distribution.Â
> I can not seem to find a function that
> does this. Perhaps, it has not yet  been created.
> Has anyone created an R package that does this.
As far as I know this is a bit tricky (although I would be
happy to hear of simple solutions).
Two possibilities are (1) generate a multivariate normal
distribution (e.g. MASS::mvrnorm), exponentiate it, and
take Poisson deviates [hard to specify what the final correlation
is]; (2) use copulas (library(sos); findFn("copula").
Haven't tried library(sos); findFn("correlated Poisson") but
you could ...
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