Description Usage Arguments Value Author(s) References Examples

View source: R/miscfunctions.R

Simulate data from the multivariate power exponential distribution given the mean, scale matrix, and the shape parameter.

1 |

`n` |
Number of observations to simulate. |

`beta` |
A positive shape parameter |

`mean` |
A |

`scale` |
A |

A matrix with rows representing the *p*-dimensional observations.

Utkarsh J. Dang, Ryan P. Browne, and Paul D. McNicholas

For simulating from the MPE distribution, a modified version of the function rmvpowerexp from package MNM (Nordhausen and Oja, 2011) is used. The function was modified due to a typo in the rmvpowerexp code, as mentioned in the publication (Dang et al., 2015). This program utilizes the stochastic representation of the MPE distribution (Gómez et al., 1998) to generate data. Dang, Utkarsh J., Ryan P. Browne, and Paul D. McNicholas. "Mixtures of multivariate power exponential distributions." Biometrics 71, no. 4 (2015): 1081-1089. Gómez, E., M. A. Gomez-Viilegas, and J. M. Marin. "A multivariate generalization of the power exponential family of distributions." Communications in Statistics-Theory and Methods 27, no. 3 (1998): 589-600. Nordhausen, Klaus, and Hannu Oja. "Multivariate L1 methods: the package MNM." Journal of Statistical Software 43, no. 5 (2011): 1-28.

1 2 |

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.