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

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

Description

Generate Multivariate Non-normal Data using Vale and Maurelli (1983) method. The codes are copied from mvrnonnorm function in the semTools package.

Usage

unonr(n, mu, Sigma, skewness = NULL, kurtosis = NULL, empirical = FALSE)

Arguments

n	Sample size
mu	A mean vector
Sigma	A covariance matrix
skewness	A skewness vector
kurtosis	A kurtosis vector
empirical	If TRUE, mu and Sigma specify the empirical not population mean and covariance matrix

Value

A data matrix (multivariate data)

References

Vale, C. D. & Maurelli, V. A. (1983) Simulating multivariate nonormal distributions. Psychometrika, 48, 465-471.

Examples

unonr(1000, c(1, 2), matrix(c(10, 2, 2, 5), 2, 2), skewness = c(1, 2), kurtosis = c(3, 8))

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