vm: Generate Nonnormal Data Using the Vale and Maurelli (1983)...

Description Usage Arguments Author(s) Examples

View source: R/vm.R

Description

Generate Nonnormal Data Using the Vale and Maurelli (1983) Approach

Usage

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vm(n, mu, Sigma, skewness, kurtosis)

Arguments

n

Integer. Samples size.

mu

Numeric vector. Mean vector.

Sigma

Numeric matrix. Variance-covariance matrix.

skewness

Numeric vector. Skewness.

kurtosis

Numeric vector. Kurtosis.

Author(s)

Ivan Jacob Agaloos Pesigan

Examples

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n <- 100
mu <- c(0, 0)
Sigma <- matrix(data = c(1, 0.50, 0.50, 1), ncol = 2)
skewness <- c(5, 2)
kurtosis <- c(3, 3)
data <- vm(n = n, mu = mu, Sigma = Sigma, skewness = skewness, kurtosis = kurtosis)
colMeans(data)
cov(data)
apply(X = data, MARGIN = 2, FUN = jeksterslabRdist::skew)
apply(X = data, MARGIN = 2, FUN = jeksterslabRdist::kurt)
data

jeksterslabds/jeksterslabRmedsimple documentation built on Oct. 16, 2020, 11:30 a.m.