Generates random data conforming to a population variance-covariance matrix using the approach by Qu, Liu, & Zhang (2020) specifying Mardia's multivariate skewness and kurtosis.
genData.mnonr(
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
multivariate skewness. May not be negative.
multivariate kurtosis. Must be >= 1.641 skewness + p (p + 0.774), where p is the number of variables.
This function is a wrapper for the respective function of the mnonr package.
For details, see Qu, W., Liu, H., & Zhang, Z. (2020). A method of generating multivariate non-normal random numbers with desired multivariate skewness and kurtosis. Behavior Research Methods, 52, 939-946. doi: 10.3758/s13428-019-01291-5