VMTargetCorr Given a target correlation matrix, R, and target values of skewness and kurtosis for each marginal distribution,
find the "intermediate" correlation matrix, V
desired correlation matrix of transformed variables
either vector with coefficents for the Fleishman transform to be applied to all variables or (nrow(R),3) matrix with different coefficients
V the intermediate correlation matrix
1 2 3 4
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.