[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.  
> 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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