mnonr: Multivariate Non-normal Random Number Generator based on...

In mnonr: A Generator of Multivariate Non-Normal Random Numbers

Description

Multivariate Non-normal Random Number Generator based on Multivariate Measures

Usage

mnonr(n, p, ms, mk, Sigma, initial = NULL)

Arguments

n	Sample size
p	Number of variables
ms	A value of multivariate skewness
mk	A value of multivariate kurtosis
Sigma	A covariance matrix (In this function, the generated data are standarized. A correlation matrix is equal to its corresponding covariance matrix.)
initial	A vector with 3 numbers for initial polynominal coefficients' (b,c,d). The default setting is (0.9,0.4,0).

Value

A data matrix (multivariate data)

Examples

mnonr::mnonr(n=10000,p=2,ms=3,mk=61,Sigma=matrix(c(1,0.5,0.5,1),2,2),initial=NULL)

Example output

                  [,1]          [,2]
    [1,] -1.118342e-01 -7.070508e-02
    [2,]  9.284983e-01  6.915792e-01
    [3,] -4.182498e-01 -3.932191e-01
    [4,]  2.274211e-02 -1.592710e-01
    [5,] -2.009859e-01 -2.048964e+00
    [6,]  2.515483e+00 -2.709479e-01
    [7,]  4.518056e-01  6.638936e-01
    [8,] -1.523457e-01  2.734469e+00
    [9,] -9.436291e-02 -1.506818e-01
   [10,]  7.109869e-02  1.535858e-02
   [11,] -3.227802e-01 -3.249898e-01
   [12,] -1.182584e-01 -9.181885e-02
   [13,]  2.253486e-01  5.128599e-01
   [14,]  2.111487e-01  3.430384e-02
   [15,] -1.534659e-01 -9.647731e-02
   [16,]  6.475667e-01  2.072270e-01
   [17,] -3.657873e-01 -7.516268e-02
   [18,] -9.427844e-02 -3.267526e-01
   [19,]  1.313508e-01  1.978514e-02
   [20,]  2.522946e-01  2.484592e-01
   [21,] -3.632980e-01 -5.843511e-02
   [22,] -5.816072e-01 -2.050624e-01
   [23,] -6.366649e-02 -5.853238e-01
   [24,]  2.298571e-01 -1.244493e-01
   [25,]  1.787474e+00  4.660147e-01
   [26,] -4.270446e-01 -2.016676e-01
   [27,]  1.405861e-01 -2.849151e-02
   [28,]  1.295277e+00  7.541274e-01
   [29,] -5.343868e-03  2.652835e-01
   [30,]  7.107008e-01  6.905950e-01
   [31,]  5.417431e-01 -1.113874e-02
   [32,] -1.392541e-01  9.821537e-01
   [33,] -1.433967e+00  1.616455e+00
   [34,] -7.699098e-02  9.355220e-01
   [35,]  1.543405e+00  7.556712e-01
   [36,] -9.074978e-01 -3.770183e-01
   [37,] -1.450280e-01 -1.384020e-01
   [38,] -7.918586e-01 -4.041074e-01
   [39,]  4.192419e-02 -5.833753e-02
   [40,] -7.847486e-02 -2.209200e-01
   [41,] -7.627392e-01 -2.392321e-01
   [42,] -4.314071e-01 -2.552681e-01
   [43,]  2.282820e-01  1.281713e+00
   [44,] -1.601803e-01 -2.489670e-01
   [45,] -2.375157e-01 -3.660224e-01
   [46,] -4.219888e-03 -1.923628e+00
   [47,] -4.847315e-02 -1.430812e+00
   [48,] -5.192751e-01  1.861609e-01
   [49,]  2.741717e-01  4.783284e-01
   [50,] -7.432576e-01 -5.824679e-01
   [51,]  2.298600e-01 -7.363683e-03
   [52,] -5.378646e-02 -9.531850e-02
   [53,] -1.962662e-02 -1.146765e+00
   [54,] -1.876074e-01 -3.296185e+00
   [55,] -3.391153e-01 -1.918981e-01
   [56,] -1.743286e-01 -1.565093e-02
   [57,]  2.776650e-01 -2.825625e-01
   [58,] -2.455813e-02  1.839994e+00
   [59,]  1.396005e-02 -8.008043e-02
   [60,] -6.084514e-03  5.046645e-01
   [61,] -1.314458e+00 -7.715605e-01
   [62,]  1.403415e-01 -1.416950e-01
   [63,]  7.721040e-01  2.725166e-01
   [64,] -6.799905e-01 -4.755780e-01
   [65,] -4.852163e-01 -3.791817e-01
   [66,] -1.909728e+00 -1.619267e+00
   [67,]  1.921903e-01 -3.193338e-01
   [68,] -1.542147e-01 -1.669181e-01
   [69,] -3.344391e-02 -2.174053e-01
   [70,] -2.144730e-01 -2.435749e-01
   [71,] -1.195387e-01 -1.260305e+00
   [72,] -2.231031e-01 -5.512051e-01
   [73,] -3.361015e-01 -2.862970e-01
   [74,] -5.051987e-02 -3.063972e-01
   [75,] -4.043468e-03  9.639366e-01
   [76,]  8.002239e-01 -3.462403e-01
   [77,]  1.428048e-01  1.881689e-03
   [78,] -2.007140e-01 -3.669102e-01
   [79,]  1.051669e+00  2.824125e-01
   [80,] -5.418815e-02 -1.984550e-02
   [81,]  2.982080e-01  3.438478e-01
   [82,]  2.654978e-01  1.702197e-01
   [83,]  4.907793e-01  1.401751e-01
   [84,] -4.462999e-01 -8.213806e-01
   [85,] -2.798337e+00 -1.578446e+00
   [86,] -1.815101e-01 -1.275500e-01
   [87,]  3.439428e-01 -3.503102e-01
   [88,] -2.250208e-01  8.784686e-01
   [89,] -1.334005e-01 -2.349065e-01
   [90,]  3.137835e+00  1.632641e+00
   [91,] -3.331951e-01 -2.725649e-01
   [92,] -1.078966e-01 -1.284203e-01
   [93,] -5.321239e-02  1.242404e-02
   [94,] -6.930597e-01  1.062040e+00
   [95,]  8.655489e-01 -9.696946e-01
   [96,] -9.304217e-02 -2.231001e-01
   [97,]  8.406521e-01  4.989203e-01
   [98,] -1.125820e-01 -2.511156e-01
   [99,]  3.824298e-01 -9.090194e-02
  [100,]  3.107120e-02 -9.031182e-02
  [101,] -1.863828e-01 -3.470331e-01
  [102,] -2.016012e+00 -1.465239e+00
  [103,] -2.385553e-01 -1.665889e-01
  [104,] -4.652909e-01 -6.356659e-01
  [105,] -2.295309e-02 -5.155729e-02
  [106,]  1.992600e-01 -4.187651e-02
  [107,]  2.260961e-01  4.976141e-01
  [108,]  1.505569e-01 -6.090558e-02
  [109,]  4.781071e-02  1.028012e+00
  [110,]  1.547887e-01 -1.956186e+00
  [111,] -1.776016e-03  9.161020e-02
  [112,] -1.087786e-01  2.839534e-02
  [113,]  7.580328e-01  3.329491e+00
  [114,] -4.671324e-01 -3.281294e-01
  [115,] -1.097357e-01  7.786668e-01
  [116,] -1.039923e-01 -7.397818e-02
  [117,]  5.196076e-01  1.733858e-01
  [118,]  8.624480e-01 -1.390994e+00
  [119,] -4.945167e-01 -3.284162e-01
  [120,] -3.237913e-01  4.309260e+00
  [121,] -1.073454e-01  1.123858e-02
  [122,]  1.337950e+00  9.307723e-01
  [123,]  1.706192e-01 -2.253569e-01
  [124,] -4.048632e-02 -5.061027e-01
  [125,]  2.960654e-02 -2.060635e-01
  [126,] -3.104183e-02  1.391594e+00
  [127,]  7.946490e-02 -1.980466e-01
  [128,] -5.559424e-02 -1.998050e-01
  [129,]  4.024764e-01 -3.041764e-01
  [130,] -2.066566e-02 -1.236205e-01
  [131,]  8.470532e-01  2.842645e-01
  [132,] -8.773887e-02  9.713213e-01
  [133,]  2.356120e-01  2.542598e-01
  [134,] -1.899750e-01 -1.519092e-02
  [135,]  1.424060e+00  5.742237e-01
  [136,] -3.419281e-01  7.462580e-01
  [137,]  3.351408e+00  1.173034e+00
  [138,] -2.833048e-01 -3.964473e-01
  [139,] -1.416876e-01  2.152947e-01
  [140,] -3.608662e-01  4.850668e-01
  [141,] -6.485269e-02 -1.110292e-01
  [142,] -3.315927e-02 -1.039778e-01
  [143,]  1.510999e+00  1.166597e+00
  [144,] -2.789257e-01 -2.198458e-01
  [145,]  1.652478e-02  3.751553e-01
  [146,] -8.649158e-01 -4.796105e-01
  [147,]  6.769858e-01 -9.516391e-01
  [148,] -5.424692e-01 -2.367781e-01
  [149,]  1.265951e+00  6.419051e-01
  [150,] -3.660343e-02 -2.863338e+00
  [151,] -1.104824e-01  6.764062e-01
  [152,] -8.090375e-02  5.418859e+00
  [153,]  4.704032e-03  6.781172e-01
  [154,] -1.038757e+00 -2.142555e+00
  [155,]  4.973269e-01 -5.728387e-01
  [156,]  1.141280e-01 -1.459433e-01
  [157,] -1.693350e-01  3.050119e-01
  [158,] -4.671620e-01  1.033501e+00
  [159,]  2.022290e-02 -1.275514e-01
  [160,]  3.734920e-01 -1.791868e-02
  [161,] -3.247905e+00 -1.848770e+00
  [162,] -5.511608e-02 -2.063221e-01
  [163,]  9.429395e-02  6.115908e-01
  [164,]  1.990015e+00  1.129633e+00
  [165,]  2.960968e+00  1.475098e+00
  [166,] -1.939705e-01 -3.002527e-01
  [167,] -3.172181e-01 -4.578045e-01
  [168,] -2.660642e-01  2.263165e+00
  [169,] -1.775713e-01  7.630577e-01
  [170,]  4.908169e-01  8.296506e-02
  [171,]  7.779208e-01  3.995852e-01
  [172,] -1.363697e+00 -9.053658e-01
  [173,]  6.223999e-02  1.317050e+00
  [174,] -1.025732e+00 -5.569728e-01
  [175,]  5.551603e-01  5.177653e-01
  [176,]  3.235181e-01  5.079054e-01
  [177,]  3.957341e-01  4.771937e-01
  [178,] -2.066125e-01 -3.845243e-01
  [179,] -4.574918e-02 -1.639607e+00
  [180,] -9.954699e-02  6.477070e-02
  [181,] -1.446994e+00 -2.153611e+00
  [182,] -2.542322e-01  9.208317e-02
  [183,]  3.619282e+00  1.669046e+00
  [184,]  5.430358e-01  1.936300e-01
  [185,]  8.308399e-01  2.800787e-01
  [186,]  5.750006e-01 -5.303997e-02
  [187,]  8.264750e-02 -5.803475e-02
  [188,]  6.366088e-01  8.925769e-01
  [189,] -7.300847e-02 -4.819037e-02
  [190,] -7.650293e-02 -2.217199e-01
  [191,] -6.014602e-02 -2.453824e+00
  [192,]  8.039048e-01  1.730590e-01
  [193,]  1.356889e-01  1.790093e-01
  [194,]  1.509100e-01  7.239501e-01
  [195,] -2.604826e-01 -3.466684e+00
  [196,] -1.866506e+00 -6.487588e-01
  [197,] -1.849560e-01 -7.643336e-02
  [198,]  4.004624e-01  2.412915e-01
  [199,]  1.159317e+00  3.016100e-01
  [200,] -3.013638e-01  1.494971e-02
  [201,] -3.180650e-01 -1.679375e-01
  [202,]  1.483178e-01 -1.722807e+00
  [203,] -3.181891e-01 -3.990819e-02
  [204,] -3.325430e-01 -3.142498e-01
  [205,]  3.014856e+00  2.006732e+00
  [206,] -2.920027e-01 -3.780492e-01
  [207,] -6.209901e-02 -1.069481e+00
  [208,] -4.034076e-02 -4.843734e-01
  [209,]  1.604586e-01  8.238228e-02
  [210,]  1.017068e-02 -5.748771e-02
  [211,] -2.136490e-01  1.107808e+00
  [212,] -1.489933e-01 -3.507925e-02
  [213,] -5.169985e-01  1.611119e-01
  [214,] -4.800512e-01 -8.353041e-01
  [215,]  1.353831e+00  5.235974e-01
  [216,] -6.590721e-01 -1.481780e-01
  [217,] -1.380085e-01  8.158294e-02
  [218,] -1.167612e-01 -8.556172e-01
  [219,] -4.636588e-01  5.314679e-02
  [220,]  2.951447e-01  4.957692e-02
  [221,] -4.959031e-02 -2.139377e-01
  [222,] -8.280546e-01 -5.051120e-01
  [223,] -5.204922e-02 -1.493939e-01
  [224,] -3.506730e-01 -3.525803e-01
  [225,] -7.731010e-02 -1.817667e-01
  [226,]  1.050408e-01 -1.085714e+00
  [227,] -9.948631e-01 -6.493884e-01
  [228,] -2.549162e-01 -2.564102e-01
  [229,] -1.279997e+00 -5.857484e-01
  [230,]  5.318632e-01  1.458532e-01
  [231,]  1.212681e-01  5.893482e-01
  [232,]  5.651876e-01 -3.490401e-01
  [233,] -1.750672e+00 -6.102401e-01
  [234,]  3.092433e+00  1.801698e+00
  [235,] -2.281751e+00 -1.201322e+00
  [236,]  8.928852e-01  4.215336e-01
  [237,]  5.086268e-01 -2.851828e-01
  [238,] -7.968725e-02 -6.411876e-01
  [239,]  1.611011e-02 -2.184705e-01
  [240,] -8.640636e-01 -1.196294e+00
  [241,]  4.964488e-02 -5.824785e-01
  [242,] -3.815577e-01  1.001636e-01
  [243,] -8.326214e-01 -4.847669e-01
  [244,]  1.302409e-01  3.474520e-01
  [245,] -1.807830e-01  6.032245e-02
  [246,]  8.773442e-01  4.710166e-01
  [247,] -1.312385e+00 -7.226185e-01
  [248,]  6.843710e-01  2.229784e-01
  [249,] -2.128807e+00 -7.173479e-01
  [250,]  8.183712e-01  3.110811e-01
  [251,]  1.828699e+00  8.944896e-01
  [252,] -1.405816e-01  2.979015e-01
  [253,] -5.992200e-02  7.267987e-01
  [254,] -2.158410e-02 -1.388749e-01
  [255,] -5.125721e-02 -1.267007e-01
  [256,] -1.371004e-01  4.375989e-01
  [257,] -6.926947e-02  1.124159e-01
  [258,] -3.535671e-01  8.490384e-01
  [259,] -1.061641e+00 -6.971486e-01
  [260,] -1.730556e-01 -2.544926e-01
  [261,] -2.414760e+00 -1.350115e+00
  [262,]  1.546120e-01  5.200361e-02
  [263,] -1.537926e-01 -3.627454e-01
  [264,] -1.654233e-01 -3.760188e+00
  [265,]  5.235449e-01 -1.496783e-01
  [266,]  2.488505e-02  8.180909e-02
  [267,]  2.729482e-01  1.461594e+00
  [268,]  2.425727e-01 -1.245660e-01
  [269,]  2.194535e-01 -2.275314e+00
  [270,] -8.877571e-03 -4.091083e-01
  [271,]  8.199841e-02  4.564434e-01
  [272,] -2.909910e-02 -3.925967e-01
  [273,] -5.842700e-01 -6.697927e-01
  [274,] -6.159566e-02 -4.292967e-01
  [275,]  2.478244e-04 -5.321304e-01
  [276,]  1.095904e-01  3.325022e-01
  [277,]  4.010133e-01  1.874841e-01
  [278,]  1.193749e+00  1.454376e+00
  [279,] -9.705542e-02 -4.126851e+00
  [280,]  2.295597e-01 -1.395434e-01
  [281,] -5.040807e-01 -4.117855e-01
  [282,] -3.094963e-01  5.989162e-01
  [283,] -9.315398e-01 -7.864381e-01
  [284,] -3.346969e-02 -3.347439e-01
  [285,] -2.198030e-01 -1.704244e-01
  [286,] -1.426045e-01 -1.439776e-01
  [287,]  9.262755e-01  1.237463e-02
  [288,]  1.620164e-01 -3.799239e-01
  [289,] -7.214851e-02  1.326000e-01
  [290,] -2.272690e-01  1.369515e-01
  [291,] -4.508652e-02  3.138893e-01
  [292,] -3.045422e-01 -6.191066e-01
  [293,] -3.605066e-01 -2.446415e-01
  [294,] -1.282482e+00 -5.960109e-01
  [295,] -2.285065e-01 -2.665182e-01
  [296,] -2.528401e-01 -6.550886e-02
  [297,]  6.556441e-02 -1.741578e-01
  [298,] -1.370108e-01  2.880574e-02
  [299,] -1.148695e+00 -3.203729e-01
  [300,]  3.592210e-02  8.396941e-01
  [301,] -1.421896e-01  6.937242e-01
  [302,] -1.565073e-01 -2.108916e-01
  [303,] -6.088830e-01 -8.292373e-01
  [304,] -2.321696e+00 -2.298702e-01
  [305,]  5.154609e-01 -6.423967e-02
  [306,] -3.746503e-01 -2.390825e-01
  [307,] -6.550286e-01 -2.636281e-01
  [308,] -4.046277e-01 -1.670322e-01
  [309,] -4.771133e-01 -7.168971e-01
  [310,] -6.009548e-02 -7.879792e-01
  [311,]  1.146836e-01  2.019473e-01
  [312,] -2.555280e-01 -2.918023e-01
  [313,]  9.546242e-01  1.195259e+00
  [314,] -6.665481e-01 -8.376377e-01
  [315,] -7.077174e-02 -1.458170e-01
  [316,] -1.827023e-01 -3.933394e-01
  [317,] -4.688871e-02 -1.488359e+00
  [318,]  4.713540e-01 -1.438519e-01
  [319,] -1.323213e-01  3.007958e-01
  [320,]  7.518087e-02 -3.364933e-01
  [321,] -3.547569e-02  1.335713e+00
  [322,] -1.600112e-01  1.567576e-01
  [323,] -1.537232e-01 -1.202184e-01
  [324,] -1.704442e-01 -5.274973e-02
  [325,]  2.089191e-01  3.037253e-03
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 [2004,]  1.229371e+00  4.609681e-01
 [2005,] -2.769074e-01 -1.681335e-01
 [2006,]  2.519840e-01 -6.356816e-01
 [2007,]  2.598715e+00  1.287312e+00
 [2008,] -9.726710e-02  1.167024e+00
 [2009,] -1.278121e+00 -7.106206e-01
 [2010,] -2.485256e-03 -2.612019e-01
 [2011,] -1.539828e+00 -9.345442e-01
 [2012,] -1.109256e-01 -2.067288e-02
 [2013,]  3.534698e-01  8.591689e-02
 [2014,] -3.740894e-01 -3.203776e-01
 [2015,] -1.190767e-01  7.173569e-01
 [2016,] -2.489174e-01 -4.598518e-01
 [2017,]  8.718090e-01 -7.326896e-01
 [2018,]  1.162891e-01 -1.349424e-02
 [2019,]  3.350168e-01 -2.100468e-02
 [2020,] -2.719190e-02 -1.867902e+00
 [2021,]  3.666669e-01 -3.510126e-01
 [2022,] -6.457140e-02 -2.703445e-01
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 [2025,]  7.619461e-01 -1.360630e+00
 [2026,] -2.862533e-01 -2.352224e-02
 [2027,]  1.077796e-02 -1.834426e-02
 [2028,] -5.732654e-02 -1.228819e-01
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 [2031,] -4.570125e+00 -2.062427e+00
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 [2033,] -1.394925e-01 -4.804874e-01
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[10000,]  2.641716e-01 -3.862750e-02

mnonr documentation built on Feb. 12, 2020, 1:06 a.m.