Multivariate normal random values simulation on the simplex

Description

Multivariate normal random values simulation on the simplex.

Usage

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rcompnorm(n, m, s, type = "alr")

Arguments

n

The sample size, a numerical value.

m

The mean vector in R^d.

s

The covariance matrix in R^d.

type

The alr (type = "alr") or the ilr (type = "ilr") is to be used for closing the Euclidean data onto the simplex.

Details

The algorithm is straightforward, generate random values from a multivariate normal distribution in R^d and brings the values to the simplex S^d using the inverse of a log-ratio transformation.

Value

A matrix with the simulated data.

Author(s)

Michail Tsagris

R implementation and documentation: Michail Tsagris <mtsagris@yahoo.gr> and Giorgos Athineou <athineou@csd.uoc.gr>

References

Aitchison J. (1986). The statistical analysis of compositional data. Chapman & Hall.

See Also

comp.den, rdiri, rcompt, rcompsn

Examples

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x <- as.matrix(iris[, 1:2])
m <- colMeans(x)
s <- var(x)
y <- rcompnorm(100, m, s)
comp.den(y)
ternary(y)

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