datagen: Generate multivariate correlated data
Description
Multivariate correlated data are generated. Gaussian copula is used to
specify the correlation between variables. Any probability distributions
available in R STAT is applicable.
Usage
datagen(margdist, corvec, nsim)
Value
Data drawn from a multivariate distribution specified.
Arguments
- margdist
List of distributions to be used for the data generation.
- corvec
Vector of Gaussian copula correlation parameter.
- nsim
Number of simulation.