nortaRA-package: An implementation of NORTA approach with bounding RA...

In superdesolator/NORTARA: An implementation of NORTA approach with bounding RA algorithm

Description

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 for more detail. Data generation is accomplished by first using BoundingRA to calculate an intermediate multivariate normal correlation matrix, then the matrix is used to generate samples from multivariate normal distribution The engine function gennortaRA will transform the normal samples to wanted data set with NORTA approach which using inverse CDF method given by specified input marginals from users. The function valid_input_cormat returns the lower and upper bounds of the mixture pre-specified marginal distributions. The function check_input_cormat checks the input target correlation matrix whether it is in the lower and upper bounds, if in the bounds, then the function will return TRUE it means the input target correaltion matrix is feasible, otherwise, it will print the elements' positions which are out of bounds and give an error message.

Details

Package:	nortaRA
Type:	Package
Version:	1.0.0
Date:	2014-12-06
License:	MIT + file LICENSE

Author(s)

Po Su
Maintainer: Po Su [e-mail]

superdesolator/NORTARA documentation built on May 30, 2019, 8:40 p.m.