Generation of Multivariate Data with Arbitrary Marginals

An implementation of a specific method for generating n-dimensional random vectors with given marginal distributions and correlation matrix. The method uses the NORTA (NORmal To Anything) approach which generates a standard normal random vector and then transforms it into a random vector with specified marginal distributions and the RA (Retrospective Approximation) algorithm which is a generic stochastic root-finding algorithm. The marginals can be continuous or discrete. See the vignette of package for more details.


Reference manual

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1.0.0 by Po Su, 4 years ago

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Authors: Po Su [aut, cre]

Documentation:   PDF Manual  

MIT + file LICENSE license

Imports corpcor, Matrix

Suggests knitr

See at CRAN