MultiStatM (version 2.0.0)

rCFUSSD: Random multivariate CFUSSD

Description

Generate random d-vectors from the multivariate Canonical Fundamental Skew-Spherical distribution (CFUSSD) with Gamma generator

Usage

rCFUSSD(n, d, p, a, b, Delta)

Value

A matrix of \(n \times d\) random numbers

Arguments

n

sample size

d

dimension

p

dimension of the first term of (5.5)

a

shape parameter of the Gamma generator

b

scale parameter of the Gamma generator

Delta

skewness matrix

References

Gy.Terdik, Multivariate statistical methods - Going beyond the linear, Springer 2021, (5.36) p. 266, (see p.247 for Delta)

See Also

Other Random generation: rCFUSN(), rSkewNorm(), rUniS()

Examples

n <- 10^3; d <- 2; p <- 3 ; a <- 1; b <- 1
Lamd <-  matrix(sample(1:50-25, d*p), nrow=d)
ieg<- eigen(diag(p)+t(Lamd)%*%Lamd)
V <- ieg$vectors
Delta <-Lamd %*% V %*% diag(1/sqrt(ieg$values)) %*% t(V)
rCFUSSD(20,d,p,1,1,Delta)