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) <doi:10.48550/arXiv.1812.05678>.
Version: | 1.0.1 |
Imports: | MASS, stats |
Suggests: | testthat |
Published: | 2020-02-05 |
DOI: | 10.32614/CRAN.package.simTargetCov |
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 NEWS |
CRAN checks: | simTargetCov results |
Reference manual: | simTargetCov.pdf |
Package source: | simTargetCov_1.0.1.tar.gz |
Windows binaries: | r-devel: simTargetCov_1.0.1.zip, r-release: simTargetCov_1.0.1.zip, r-oldrel: simTargetCov_1.0.1.zip |
macOS binaries: | r-release (arm64): simTargetCov_1.0.1.tgz, r-oldrel (arm64): simTargetCov_1.0.1.tgz, r-release (x86_64): simTargetCov_1.0.1.tgz, r-oldrel (x86_64): simTargetCov_1.0.1.tgz |
Old sources: | simTargetCov archive |
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