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
收藏
页码：36 / 46
页数：11
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