tDistributionGeneration: t Distribution Generation with Copula

Description Usage Arguments Value Examples

View source: R/tDistributionGeneration.R

Description

Generate t distribution with provided copula of p features and n samples

Usage

1

Arguments

copula

Copula used to generate t distribution

p

Number of features

n

Number of samples

Value

A list of data, multivariate mean and multivariate standard deviation

Examples

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out_copula = gaussianCopula(p = 100, n = 500, type = "diag")
out_data = tDistributionGeneration(copula = out_copula, p = 100, n = 500)

CHuanSite/copulaKnockoff documentation built on Aug. 1, 2020, 12:50 p.m.