The package implements the NORTA approach with bounding RA algorithm for simultaneous generation of random vectors with specified marginals and correlations. The marginals can be arbitrary(continuous or discrete), see the reference paper and the vignette of package for more details.
Package details |
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Author | Po Su [aut, cre] |
Maintainer | Po Su <desolator@sjtu.edu.cn> |
License | MIT + file LICENSE |
Version | 1.0.0 |
URL | https://github.com/superdesolator/nortaRA |
Package repository | View on GitHub |
Installation |
Install the latest version of this package by entering the following in R:
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