Non-normal Data Simulation using Piecewise Linear Transforms

被引：6

作者：

Foldnes, Njal ^{[1
,2
]}

Gronneberg, Steffen ^{[2
]}

机构：

[1] Univ Stavanger, N-4036 Stavanger, Norway

[2] BI Norwegian Business Sch, Oslo, Norway

来源：

STRUCTURAL EQUATION MODELING-A MULTIDISCIPLINARY JOURNAL | 2022年 / 29卷 / 01期

基金：

欧盟地平线“2020”; 英国惠康基金; 英国医学研究理事会;

关键词：

Simulation; non-normal data; kurtosis; sem simulation; MULTIVARIATE SKEWNESS; KURTOSIS; MATRIX;

D O I：

10.1080/10705511.2021.1949323

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

We present PLSIM, a new method for generating nonnormal data with a pre-specified covariance matrix that is based on coordinate-wise piecewise linear transformations of standard normal variables. In our presentation, the piecewise linear transforms are chosen to match pre-specified skewness and kurtosis values for each marginal distribution. We demonstrate the flexibility of the new method, and an implementation using R software is provided.

引用

页码：36 / 46

页数：11

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