rCFUSN: Random multivariate CFUSN

In MultiStatM: Multivariate Statistical Methods

Random multivariate CFUSN

Description

Generate random d-vectors from the multivariate Canonical Fundamental Skew-Normal (CFUSN) distribution

Usage

rCFUSN(n, Delta)

Arguments

n	The number of variates to be generated
Delta	Correlation matrix, the skewness matrix Delta

Value

A random matrix n \times d

References

Gy.Terdik, Multivariate statistical methods - Going beyond the linear, Springer 2021 (5.5) p.247

S. R. Jammalamadaka, E. Taufer, Gy. Terdik. On multivariate skewness and kurtosis. Sankhya A, 83(2), 607-644.

See Also

Other Random generation: rCFUSSD(), rSkewNorm(), rUniS()

Examples

d <- 2; p <- 3
Lamd <-  matrix(sample(1:50-25, d*p), nrow=d)
ieg<- eigen(diag(p)+t(Lamd)%*%Lamd)
V <- ieg$vectors
Delta <-Lamd %*% V %*% diag(1/sqrt(ieg$values)) %*% t(V)
x<-rCFUSN(20,Delta)

MultiStatM documentation built on Sept. 11, 2024, 6:01 p.m.