rmvpowerexp {MNM} | R Documentation |
Function to obtain random samples from a multivariate power exponential distribution.
rmvpowerexp(n, Location = rep(0, nrow(Scatter)), Scatter = diag(length(Location)), Beta = 1)
n |
number of random samples. |
Location |
Location vector of the distribution. |
Scatter |
Scatter matrix of the distribution. |
Beta |
shape parameter of the distribution. |
The power exponential distribution is an elliptical distribution which can have light or heavy tails.
Beta = 1
yields a multivariate normal distribution, Beta = 0.5
the multivariate Laplace distribution and
with increasing Beta
converges to a multivariate uniform distribution.
a matrix.
Klaus Nordhausen, klaus.nordhausen@uta.fi
Oja, H. (2010), Multivariate Nonparametric Methods with R, Springer.
X1 <- rmvpowerexp(100,c(0,0,0),Beta = 0.5) pairs(X1) X2 <- rmvpowerexp(100,c(0,0,0),Beta = 1) pairs(X2) X3 <- rmvpowerexp(100,c(0,0,0),Beta = 10) pairs(X3)