monte: A monte Carlo method for generating nonnormal variables

In taotliu/TriCTree: Implementation of Regression-Based Trichotomous Classification Tree Analysis

Description

This function generates nonnormal variables

Usage

monte(nvar, nsub, cormat, skewvec, kurtvec)

Arguments

nvar	Number of variables
nsub	Number of simulated subjects (response vectors)
cormat	The desired correlation matrix
skewvec	A vector of indicator skewness values
kurtvec	A vector of indicator kurtosis values

Author(s)

Yan Sun, Yanke Zhu, Tao Liu

Examples

R <- matrix(0.5,20,20)
diag(R) <- 1
skewvec=rep(3.5,20)
kurtvec=rep(20,20)
monte(nvar=20, nsub=800,cormat=R,skewvec=skewvec,kurtvec=kurtvec)

taotliu/TriCTree documentation built on July 5, 2020, 12:04 p.m.