NORTARA: Generation of Multivariate Data with Arbitrary Marginals

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.

AuthorPo Su [aut, cre]
Date of publication2014-12-20 15:46:33
MaintainerPo Su <desolator@sjtu.edu.cn>
LicenseMIT + file LICENSE
Version1.0.0
https://github.com/superdesolator/NORTARA

View on CRAN

Files

NORTARA
NORTARA/inst
NORTARA/inst/doc
NORTARA/inst/doc/NORTARA.html
NORTARA/inst/doc/NORTARA.R
NORTARA/inst/doc/NORTARA.Rmd
NORTARA/NAMESPACE
NORTARA/R
NORTARA/R/Perform_chol.R NORTARA/R/check_input_cormat.R NORTARA/R/check_y_estimator.R NORTARA/R/valid_input_cormat.R NORTARA/R/BoundingRA.R NORTARA/R/NORTARAutils.R NORTARA/R/y_control_estimator.R NORTARA/R/genNORTARA.R NORTARA/R/y_crude_estimator.R
NORTARA/vignettes
NORTARA/vignettes/NORTARA.Rmd
NORTARA/MD5
NORTARA/build
NORTARA/build/vignette.rds
NORTARA/DESCRIPTION
NORTARA/man
NORTARA/man/BoundingRA.Rd NORTARA/man/nortaRA-package.Rd NORTARA/man/valid_input_cormat.Rd NORTARA/man/check_input_cormat.Rd NORTARA/man/genNORTARA.Rd
NORTARA/LICENSE

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