|Title||An Elegant Method for Generating Multivariate Poisson Data|
|Publication Type||Working Paper|
|Year of Publication||2007|
|Authors||Yahav, I., and G. Shmueli|
Generating multivariate Poisson data is essential in many applications. Current simulation methods suffer from limitations ranging from computational complexity to restrictions on the structure of the correlation matrix. We propose a computationally efficient and conceptually appealing method for generating multivariate Poisson data. The method is based on simulating multivariate Normal data and converting them to achieve a specific correlation matrix and Poisson rate vector. This allows for generating data that have positive or negative correlations as well as different rates.