datagen {psBayesborrow}

Generate multivariate correlated data

Description

Multivariate correlated data are generated. Gaussian copula is used to specify the correlation between variables. Any probability distributions available in R STAT is applicable.

Usage

datagen(margdist, corvec, nsim)

Arguments

margdist

List of distributions to be used for the data generation.

corvec

Vector of Gaussian copula correlation parameter.

nsim

Number of simulation.

Value

Data drawn from a multivariate distribution specified.