Generates random data conforming to a population variance-covariance matrix using the independent generator approach (IG, Foldnes & Olsson, 2016) approach specifying third and fourth moments of the marginals.
genData.IG(N = NULL, Sigma = NULL, nSets = 1, skewness = NULL, kurtosis = NULL)
Returns the generated data
sample size.
population covariance matrix.
number of data sets to generate
vector specifying skewness for each variable
vector specifying excess kurtosis for each variable
This function is a wrapper for the respective function of the covsim
package.
For details, see Foldnes, N. & Olsson, U. H. (2016) A Simple Simulation Technique for Nonnormal Data with Prespecified Skewness, Kurtosis, and Covariance Matrix. Multivariate Behavioral Research, 51, 207-219. 10.1080/00273171.2015.1133274