rspe {mixSPE} | R Documentation |
Simulate data from the multivariate skew power exponential distribution.
Description
Simulate data from the multivariate power exponential distribution given the location, scale matrix, shape, and skewness parameter.
Usage
rspe(n, location = rep(0, nrow(scale)), scale = diag(length(location)),
beta = 1, psi = c(0, 0))
Arguments
n |
Number of observations to simulate. |
location |
A |
scale |
A |
beta |
A positive shape parameter |
psi |
A |
Details
Based on a Metropolis-Hastings rule.
Value
A matrix with rows representing the p
-dimensional observations.
Author(s)
Utkarsh J. Dang, Ryan P. Browne, and Paul D. McNicholas
Examples
dat <- rspe(n = 1000, beta = 0.75, location = c(0,0), scale =
matrix(c(1,0.7,0.7,1),2,2), psi = c(5,5))
[Package mixSPE version 0.9.2 Index]