generate_mvGamma_data {simBKMRdata} | R Documentation |
Generate Multivariate Skewed Gamma Transformed Data
Description
This function generates multivariate normal samples, transforms
them into Z-scores, and then calls the qgamma()
function to transform the
values for each correlated variable to those from a Gamma distribution.
Usage
generate_mvGamma_data(sampSize, sampCorr_mat, shape_num, rate_num)
Arguments
sampSize |
Number of samples to generate. |
sampCorr_mat |
A correlation matrix for the normal distribution. |
shape_num |
A numeric vector of shape parameters for the Gamma transformation. |
rate_num |
A numeric vector of rate parameters for the Gamma transformation. Second column: https://en.wikipedia.org/wiki/Gamma_distribution |
Value
A data frame containing the transformed Gamma samples.
Examples
p <- 4
N <- 1000
shapeGamma_num <- c(0.5, 0.75, 1, 1.25)
rateGamma_num <- 1:4
cov_mat <- diag(p)
generate_mvGamma_data(N, cov_mat, shapeGamma_num, rateGamma_num)
[Package simBKMRdata version 0.2.1 Index]