genData.IG | R Documentation |
Generates random data conforming to a population variance-covariance matrix using the independent generator approach (IG, Foldnes & Olsson, 2016) approach specifying third and fourth moments of the marginals.
genData.IG(N = NULL, Sigma = NULL, nSets = 1, skewness = NULL, kurtosis = NULL)
N |
sample size. |
Sigma |
population covariance matrix. |
nSets |
number of data sets to generate |
skewness |
vector specifying skewness for each variable |
kurtosis |
vector specifying excess kurtosis for each variable |
This function is a wrapper for the respective function of the covsim
package.
For details, see Foldnes, N. & Olsson, U. H. (2016) A Simple Simulation Technique for Nonnormal Data with Prespecified Skewness, Kurtosis, and Covariance Matrix. Multivariate Behavioral Research, 51, 207-219. 10.1080/00273171.2015.1133274
Returns the generated data
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