mnonr

0th

Percentile

Multivariate Non-normal Random Number Generator based on Multivariate Measures

Multivariate Non-normal Random Number Generator based on Multivariate Measures

Usage
mnonr(n, p, ms, mk, Sigma, initial = NULL)
Arguments
n

Sample size

p

Number of variables

ms

A value of multivariate skewness

mk

A value of multivariate kurtosis

Sigma

A covariance matrix (In this function, the generated data are standarized. A correlation matrix is equal to its corresponding covariance matrix.)

initial

A vector with 3 numbers for initial polynominal coefficients' (b,c,d). The default setting is (0.9,0.4,0).

Value

A data matrix (multivariate data)

Aliases
  • mnonr
Examples
# 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)
# }
Documentation reproduced from package mnonr, version 1.0.0, License: GPL-2 | GPL-3

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