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: |
1.0.1 |
Imports: |
MASS, stats |
Suggests: |
testthat |
Published: |
2020-02-05 |
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 |
Documentation:
Downloads:
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