Generation of Multivariate Data with Arbitrary Marginals
Description
An implementation of a specific method for generating
n-dimensional random vectors with given marginal distributions and
correlation matrix. The method uses the NORTA (NORmal To Anything)
approach which generates a standard normal random vector and then
transforms it into a random vector with specified marginal distributions
and the RA (Retrospective Approximation) algorithm which is a generic
stochastic root-finding algorithm. The marginals can be continuous or
discrete. See the vignette of package for more details.