An implementation of a specific method for generating n-dimensional random vectors with given marginal distributions and correlation matrix. The method uses the NORTA (NORmal To Anything) approach which generates a standard normal random vector and then transforms it into a random vector with specified marginal distributions and the RA (Retrospective Approximation) algorithm which is a generic stochastic root-finding algorithm. The marginals can be continuous or discrete. See the vignette of package for more details.
| Version: | 1.0.0 |
| Depends: | R (≥ 3.1.2) |
| Imports: | corpcor (≥ 1.6.7), Matrix (≥ 1.1-4) |
| Suggests: | knitr |
| Published: | 2014-12-20 |
| Author: | Po Su [aut, cre] |
| Maintainer: | Po Su <desolator at sjtu.edu.cn> |
| BugReports: | https://github.com/superdesolator/NORTARA/issues |
| License: | MIT + file LICENSE |
| URL: | https://github.com/superdesolator/NORTARA |
| NeedsCompilation: | no |
| CRAN checks: | NORTARA results |
| Reference manual: | NORTARA.pdf |
| Vignettes: |
Vignette Title |
| Package source: | NORTARA_1.0.0.tar.gz |
| Windows binaries: | r-devel: NORTARA_1.0.0.zip, r-release: NORTARA_1.0.0.zip, r-oldrel: NORTARA_1.0.0.zip |
| OS X binaries: | r-release: NORTARA_1.0.0.tgz, r-oldrel: NORTARA_1.0.0.tgz |
Please use the canonical form https://CRAN.R-project.org/package=NORTARA to link to this page.