Data Transformation or Simulation with Empirical Covariance Matrix

Transforms or simulates data with a target empirical covariance matrix supplied by the user. The method to obtain the data with the target empirical covariance matrix is described in Section 5.1 of Christidis, Van Aelst and Zamar (2019) .


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install.packages("simTargetCov")

1.0 by Anthony Christidis, 10 days ago


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


Authors: Anthony Christidis <[email protected]> , Stefan Van Aelst <[email protected]> , Ruben Zamar <[email protected]>


Documentation:   PDF Manual  


GPL (>= 2) license


Imports MASS, stats

Suggests testthat


See at CRAN