genData.IG {semPower}

genData.IG

Description

Generates random data conforming to a population variance-covariance matrix using the independent generator approach (IG, Foldnes & Olsson, 2016) approach specifying third and fourth moments of the marginals.

Usage

genData.IG(N = NULL, Sigma = NULL, nSets = 1, skewness = NULL, kurtosis = NULL)

Arguments

N

sample size.

Sigma

population covariance matrix.

nSets

number of data sets to generate

skewness

vector specifying skewness for each variable

kurtosis

vector specifying excess kurtosis for each variable

Details

This function is a wrapper for the respective function of the covsim package.

For details, see Foldnes, N. & Olsson, U. H. (2016) A Simple Simulation Technique for Nonnormal Data with Prespecified Skewness, Kurtosis, and Covariance Matrix. Multivariate Behavioral Research, 51, 207-219. 10.1080/00273171.2015.1133274

Value

Returns the generated data