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simTargetCov  

Data Transformation or Simulation with Empirical Covariance Matrix
View on CRAN: Click here


Download and install simTargetCov package within the R console
Install from CRAN:
install.packages("simTargetCov")

Install from Github:
library("remotes")
install_github("cran/simTargetCov")

Install by package version:
library("remotes")
install_version("simTargetCov", "1.0.1")



Attach the package and use:
library("simTargetCov")
Maintained by
Anthony Christidis
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2019-10-10
Latest Update: 2020-02-05
Description:
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>.
How to cite:
Anthony Christidis (2019). simTargetCov: Data Transformation or Simulation with Empirical Covariance Matrix. R package version 1.0.1, https://cran.r-project.org/web/packages/simTargetCov. Accessed 03 Feb. 2025.
Previous versions and publish date:
1.0 (2019-10-10 15:30)
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Complete documentation for simTargetCov
Functions, R codes and Examples using the simTargetCov R package
Some associated functions: simTargetCov . 
Some associated R codes: simTargetCov.R .  Full simTargetCov package functions and examples
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