Multivariate Non-normal Random Number Generator based on Multivariate Measures
mnonr(n, p, ms, mk, Sigma, initial = NULL)
Sample size
Number of variables
A value of multivariate skewness
A value of multivariate kurtosis
A covariance matrix (In this function, the generated data are standarized. A correlation matrix is equal to its corresponding covariance matrix.)
A vector with 3 numbers for initial polynominal coefficients' (b,c,d). The default setting is (0.9,0.4,0).
A data matrix (multivariate data)
# NOT RUN { mnonr::mnonr(n=10000,p=2,ms=3,mk=61,Sigma=matrix(c(1,0.5,0.5,1),2,2),initial=NULL) # }
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