mnonr {mnonr}

Multivariate Non-normal Random Number Generator based on Multivariate Measures

Description

Multivariate Non-normal Random Number Generator based on Multivariate Measures

Usage

mnonr(n, p, ms, mk, Sigma, initial = NULL)

Arguments

n

Sample size

p

Number of variables

ms

A value of multivariate skewness

mk

A value of multivariate kurtosis

Sigma

A covariance matrix (In this function, the generated data are standarized. A correlation matrix is equal to its corresponding covariance matrix.)

initial

A vector with 3 numbers for initial polynominal coefficients' (b,c,d). The default setting is (0.9,0.4,0).

Value

A data matrix (multivariate data)

Examples

mnonr::mnonr(n=10000,p=2,ms=3,mk=61,Sigma=matrix(c(1,0.5,0.5,1),2,2),initial=NULL)