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.


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install.packages("NORTARA")

1.0.0 by Po Su, 4 years ago


https://github.com/superdesolator/NORTARA


Report a bug at https://github.com/superdesolator/NORTARA/issues


Browse source code at https://github.com/cran/NORTARA


Authors: Po Su [aut, cre]


Documentation:   PDF Manual  


MIT + file LICENSE license


Imports corpcor, Matrix

Suggests knitr


See at CRAN