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>.
|Author||Anthony Christidis <[email protected]>, Stefan Van Aelst <[email protected]>, Ruben Zamar <[email protected]>|
|Maintainer||Anthony Christidis <[email protected]>|
|License||GPL (>= 2)|
|Package repository||View on GitHub|
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