rmvpowerexp: Random Samples From a Power Exponential Distributions

In MNM: Multivariate Nonparametric Methods. An Approach Based on Spatial Signs and Ranks

Description

Function to obtain random samples from a multivariate power exponential distribution.

Usage

rmvpowerexp(n, Location = rep(0, nrow(Scatter)), 
            Scatter = diag(length(Location)), Beta = 1)

Arguments

n	number of random samples.
Location	Location vector of the distribution.
Scatter	Scatter matrix of the distribution.
Beta	shape parameter of the distribution.

Details

The power exponential distribution is an elliptical distribution which can have light or heavy tails. Beta = 1 yields a multivariate normal distribution, Beta = 0.5 the multivariate Laplace distribution and with increasing Beta converges to a multivariate uniform distribution.

Value

a matrix.

Author(s)

Klaus Nordhausen

References

Oja, H. (2010), Multivariate Nonparametric Methods with R, Springer.

See Also

rmvnorm, rmvt

Examples

X1 <- rmvpowerexp(100,c(0,0,0),Beta = 0.5)
pairs(X1)
X2 <- rmvpowerexp(100,c(0,0,0),Beta = 1)
pairs(X2)
X3 <- rmvpowerexp(100,c(0,0,0),Beta = 10)
pairs(X3)

Example output

Loading required package: ICSNP
Loading required package: mvtnorm
Loading required package: ICS
Loading required package: SpatialNP

MNM documentation built on May 2, 2019, 5:09 a.m.