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

Package details

AuthorAnthony Christidis <>, Stefan Van Aelst <>, Ruben Zamar <>
MaintainerAnthony Christidis <>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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simTargetCov documentation built on March 26, 2020, 8:02 p.m.