Nj<c3><a5>l Foldnes

Njl Foldnes

2 packages on CRAN

covsim

cran
99.99th

Percentile

User specifies population covariance matrix. Marginal information may be fully specified, for which the package implements the VITA (VIne-To-Anything) algorithm. Groenneberg and Foldnes (2017) <doi:10.1007/s11336-017-9569-6>. Alternatively, marginal skewness and kurtosis may be specified, for which the package implements the IG (independent generator) algorithm. Foldnes and Olsson (2016) <doi:10.1080/00273171.2015.1133274>.

discnorm

cran
99.99th

Percentile

Tests whether multivariate ordinal data may stem from discretizing a multivariate normal distribution. The test is described by Foldnes and Gr<c3><b8>nneberg (2019) <doi:10.1080/10705511.2019.1673168>.