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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.
Getting started
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Package details |
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| Author | Po Su [aut, cre] |
| Maintainer | Po Su <desolator@sjtu.edu.cn> |
| License | MIT + file LICENSE |
| Version | 1.0.0 |
| URL | https://github.com/superdesolator/NORTARA |
| Package repository | View on CRAN |
| Installation |
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