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simTargetCov: Data Transformation or Simulation with Empirical Covariance Matrix
Transforms or simulates data with a target empirical covariance matrix supplied by the user. The method to obtain the data with the target empirical covariance matrix is described in Section 5.1 of Christidis, Van Aelst and Zamar (2019) <arXiv:1812.05678>.
Getting started
Browse package contents
Package details |
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| Author | Anthony Christidis <anthony.christidis@stat.ubc.ca>, Stefan Van Aelst <stefan.vanaelst@kuleuven.be>, Ruben Zamar <ruben@stat.ubc.ca> |
| Maintainer | Anthony Christidis <anthony.christidis@stat.ubc.ca> |
| License | GPL (>= 2) |
| Version | 1.0.1 |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
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