An implementation of a specific method for generating n-dimensional random vectors with given marginal distributions and correlation matrix. The method uses the NORTA (NORmal To Anything) approach which generates a standard normal random vector and then transforms it into a random vector with specified marginal distributions and the RA (Retrospective Approximation) algorithm which is a generic stochastic root-finding algorithm. The marginals can be continuous or discrete. See the vignette of package for more details.
|Author||Po Su [aut, cre]|
|Maintainer||Po Su <email@example.com>|
|License||MIT + file LICENSE|
|Package repository||View on CRAN|
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