SimCorrMix: Simulation of Correlated Data with Multiple Variable Types Including Continuous and Count Mixture Distributions

Authors

Allison Fialkowski, University of Alabama at Birmingham
Hemant Tiwari, University of Alabama at Birmingham

Date of this Version

6-2019

Document Type

Article

Citation

The R Journal (June 2019) 11(1); Editor: Norm Matloff

Comments

Copyright 2019, The R Foundation. Open access material. License: CC BY 4.0 International

Abstract

The SimCorrMix package generates correlated continuous (normal, non-normal, and mixture), binary, ordinal, and count (regular and zero-inflated, Poisson and Negative Binomial) variables that mimic real-world data sets. Continuous variables are simulated using either Fleishman’s third-order or Headrick’s fifth-order power method transformation. Simulation occurs at the component level for continuous mixture distributions, and the target correlation matrix is specified in terms of correlations with components. However, the package contains functions to approximate expected correlations with continuous mixture variables. There are two simulation pathways which calculate intermediate correlations involving count variables differently, increasing accuracy under a wide range of parameters. The package also provides functions to calculate cumulants of continuous mixture distributions, check parameter inputs, calculate feasible correlation boundaries, and summarize and plot simulated variables. SimCorrMix is an important addition to existing R simulation packages because it is the first to include continuous mixture and zero-inflated count variables in correlated data sets.