simTargetCov: Data Transformation or Simulation with Empirical Covariance Matrix

Transforms or simulates data with a target empirical covariance matrix supplied by the user. The method to obtain the data with the target empirical covariance matrix is described in Section 5.1 of Christidis, Van Aelst and Zamar (2019) <arXiv:1812.05678>.

Version: 1.0
Imports: MASS, stats
Suggests: testthat
Published: 2019-10-10
Author: Anthony Christidis, Stefan Van Aelst, Ruben Zamar
Maintainer: Anthony Christidis <anthony.christidis at stat.ubc.ca>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
Materials: README
CRAN checks: simTargetCov results

Downloads:

Reference manual: simTargetCov.pdf
Package source: simTargetCov_1.0.tar.gz
Windows binaries: r-devel: simTargetCov_1.0.zip, r-devel-gcc8: simTargetCov_1.0.zip, r-release: simTargetCov_1.0.zip, r-oldrel: simTargetCov_1.0.zip
OS X binaries: r-release: simTargetCov_1.0.tgz, r-oldrel: simTargetCov_1.0.tgz

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