R package 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.
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References in zbMATH (referenced in 3 articles )
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- Lloyd, Alun L.; Kitron, Uriel; Perkins, T. Alex; Vazquez-Prokopec, Gonzalo M.; Waller, Lance A.: The basic reproductive number for disease systems with multiple coupled heterogeneities (2020)
- Petterle, Ricardo Rasmussen; Bonat, Wagner Hugo; Scarpin, Cassius Tadeu: Quasi-beta longitudinal regression model applied to water quality index data (2019)
- Kokonendji, Célestin C.; Puig, Pedro: Fisher dispersion index for multivariate count distributions: a review and a new proposal (2018)