NORTARA: Generation of Multivariate Data with Arbitrary Marginals

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

Downloads:

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 El Capitan binaries: r-release: NORTARA_1.0.0.tgz
OS X Mavericks binaries: r-oldrel: NORTARA_1.0.0.tgz

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