Nothing
rMSN <-
function(n, mu, Sigma, shape){
#n: the number of generating data;
#mu: Must be a vector with p entries;
#Sigma: Must be a matrix with dimension pxp
#shape: Must be a vector with p entries, with shape is zero we have the normal case.
p <- length(mu)
delta <- shape/(sqrt(1 + as.vector(t(shape)%*%shape)))
y <- matrix(0,n,p)
for (i in 1:n) y[i,] <- mu + sqrtm(Sigma)%*%(delta*abs(rnorm(1)) + sqrtm(diag(p) - delta%*%t(delta))%*%as.vector(rmvnorm(1, mean = rep(0,p), sigma = diag(p))))
return(y)
}
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