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.

Author
Po Su [aut, cre]
Date of publication
2014-12-20 15:46:33
Maintainer
Po Su <desolator@sjtu.edu.cn>
License
MIT + file LICENSE
Version
1.0.0
URLs

View on CRAN

Man pages

BoundingRA
Computes an intermediate multivariate normal correlation...
check_input_cormat
Test the input correlation matrix weather it is in the...
genNORTARA
Generates samples with specified input correlation matrix and...
nortaRA-package
Simultaneous generation of multivariate data with arbitrary...
valid_input_cormat
Computes the lower and upper correlation bounds for the input...

Files in this package

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