| rsal {MixSAL} | R Documentation |
Simulate from a Multivariate SAL Distribution
Description
Generates data from a multivariate shifted asymmetric Laplace (SAL) distributions.
Usage
rsal(n, p, alpha, sig, mu)
Arguments
n |
The number of observations required. |
p |
The dimension of the data. |
alpha |
A vector specifying the direction of skewness in each variable. |
sig |
A matrix specifying the covariance matrix of the variables. |
mu |
A vector specifiying the mean vector. |
Value
An n by p matrix where each row corresponds to one observation from the specified multivariate SAL distribution.
Author(s)
Brian C. Franczak [aut, cre], Ryan P. Browne [aut, ctb], Paul D. McNicholas [aut, ctb]
Maintainer: Brian C. Franczak <franczakb@macewan.ca>
References
Franczak et. al (2014). Mixtures of Shifted Asymmetric Laplace Distributions. IEEE Transactions on Pattern Analysis and Machine Intelligence, 38(6), 1149-1157.
Kotz et. al (2001). The Laplace Distribution and Generalizations: A Revisit with Applications to Communications. Economics, Engineering, and Finance. 1st Edition, Burkhauser.
Examples
x <- rsal(n=500,p=2,alpha=c(2,2),sig=diag(2),mu=c(0,0))
plot(x)