unonr

0th

Percentile

Multivariate Non-normal Random Number Generator based on Marginal Measures (Vale and Maurelli's method)

Generate Multivariate Non-normal Data using Vale and Maurelli (1983) method. The codes are copied from mvrnonnorm function in the semTools package.

Usage
unonr(n, mu, Sigma, skewness = NULL, kurtosis = NULL, empirical = FALSE)
Arguments
n

Sample size

mu

A mean vector

Sigma

A covariance matrix

skewness

A skewness vector

kurtosis

A kurtosis vector

empirical

If TRUE, mu and Sigma specify the empirical not population mean and covariance matrix

Value

A data matrix (multivariate data)

References

Vale, C. D. & Maurelli, V. A. (1983) Simulating multivariate nonormal distributions. Psychometrika, 48, 465-471.

Aliases
  • unonr
Examples
# NOT RUN {
unonr(1000, c(1, 2), matrix(c(10, 2, 2, 5), 2, 2), skewness = c(1, 2), kurtosis = c(3, 8))

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

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