mvrnonnorm {semTools}R Documentation

Generate Non-normal Data using Vale and Maurelli (1983) method

Description

Generate Non-normal Data using Vale and Maurelli (1983) method. The function is designed to be as similar as the popular mvrnorm function in the MASS package. The codes are copied from mvrnorm function in the MASS package for argument checking and lavaan package for data generation using Vale and Maurelli (1983) method.

Usage

mvrnonnorm(n, mu, Sigma, skewness = NULL, kurtosis = NULL, empirical = FALSE)

Arguments

n

Sample size

mu

A mean vector

Sigma

A positive-definite symmetric matrix specifying the covariance matrix of the variables

skewness

A vector of skewness of the variables

kurtosis

A vector of excessive kurtosis of the variables

empirical

If TRUE, mu and Sigma specify the empirical not population mean and covariance matrix

Value

A data matrix

Author(s)

The original function is the simulateData function written by Yves Rosseel in the lavaan package. The function is adjusted for a convenient usage by Sunthud Pornprasertmanit (psunthud@gmail.com)

References

Vale, C. D. & Maurelli, V. A. (1983) Simulating multivariate nonormal distributions. Psychometrika, 48, 465-471.

Examples

mvrnonnorm(100, c(1, 2), matrix(c(10, 2, 2, 5), 2, 2), 
	skewness = c(5, 2), kurtosis = c(3, 3))
[Package semTools version 0.4-14 Index]