AnthonyChristidis/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 <[email protected]>, Stefan Van Aelst <[email protected]>, Ruben Zamar <[email protected]>
MaintainerAnthony Christidis <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
AnthonyChristidis/simTargetCov documentation built on Oct. 30, 2019, 4:56 a.m.