MNM (version 1.0-4)

rmvpowerexp: Random Samples From a Power Exponential Distributions

Description

Function to obtain random samples from a multivariate power exponential distribution.

Usage

rmvpowerexp(n, Location = rep(0, nrow(Scatter)), 
            Scatter = diag(length(Location)), Beta = 1)

Value

a matrix.

Arguments

n

number of random samples.

Location

Location vector of the distribution.

Scatter

Scatter matrix of the distribution.

Beta

shape parameter of the distribution.

Author

Klaus Nordhausen

Details

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.

References

Oja, H. (2010), Multivariate Nonparametric Methods with R, Springer.

See Also

rmvnorm, rmvt

Examples

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)