Generates sample of correlated data with univariate g-and-h distributions.
CreateSample(n, k, r, g, h, uniform)Sample size
Number of variables
Correlation among variables
Parameter used to control asymmetry (scalar); sign indicates direction and absolute value indicates magnitude of skew (e.g., +/- .30 yields substantial asymmetry).
Parameter used to control tail weight (scalar); positive values yield tails that are longer/thinner than a standard normal curve, negative values do the reverse (e.g., +/- .15 is a substantial departure from normality).
Whether to generate random values (the program default) or use uniformly distributed quantiles (T/F).
Sample of data
Called by higher-order functions; users do not need to call this function directly.