rsal: Simulate from a Multivariate SAL Distribution

Description Usage Arguments Value Author(s) References Examples

View source: R/rsal.R

Description

Generates data from a multivariate shifted asymmetric Laplace (SAL) distributions.

Usage

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rsal(n, p, alpha, sig, mu)

Arguments

n

The number of observations required.

p

The dimension of the data.

alpha

A vector specifying the direction of skewness in each variable.

sig

A matrix specifying the covariance matrix of the variables.

mu

A vector specifiying the mean vector.

Value

An n by p matrix where each row corresponds to one observation from the specified multivariate SAL distribution.

Author(s)

Brian C. Franczak [aut, cre], Ryan P. Browne [aut, ctb], Paul D. McNicholas [aut, ctb]

Maintainer: Brian C. Franczak <franczakb@macewan.ca>

References

Franczak et. al (2014). Mixtures of Shifted Asymmetric Laplace Distributions. IEEE Transactions on Pattern Analysis and Machine Intelligence, 38(6), 1149-1157.

Kotz et. al (2001). The Laplace Distribution and Generalizations: A Revisit with Applications to Communications. Economics, Engineering, and Finance. 1st Edition, Burkhauser.

Examples

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x <- rsal(n=500,p=2,alpha=c(2,2),sig=diag(2),mu=c(0,0)) 
plot(x)

MixSAL documentation built on May 2, 2019, 7:04 a.m.