rCFUSSD: Random multivariate CFUSSD

In MultiStatM: Multivariate Statistical Methods

Random multivariate CFUSSD

Description

Generate random d-vectors from the multivariate Canonical Fundamental Skew-Spherical distribution (CFUSSD) with Gamma generator

Usage

rCFUSSD(n, d, p, a, b, Delta)

Arguments

n	sample size
d	dimension
p	dimension of the first term of (5.5)
a	shape parameter of the Gamma generator
b	scale parameter of the Gamma generator
Delta	skewness matrix

Value

A matrix of n \times d random numbers

References

Gy.Terdik, Multivariate statistical methods - Going beyond the linear, Springer 2021, (5.36) p. 266, (see p.247 for Delta)

See Also

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

Examples

n <- 10^3; d <- 2; p <- 3 ; a <- 1; b <- 1
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)
rCFUSSD(20,d,p,1,1,Delta)

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