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simTargetCov

Data Transformation or Simulation with Empirical Covariance Matrix

Transforms or simulates data with a target empirical covariance matrix supplied by the user. The method to obtain the data with the target empirical covariance matrix is described in Section 5.1 of Christidis, Van Aelst and Zamar (2019) <arXiv:1812.05678>.

Versions across snapshots

VersionRepositoryFileSize
1.0.1 rolling linux/jammy R-4.5 simTargetCov_1.0.1.tar.gz 13.6 KiB
1.0.1 rolling linux/noble R-4.5 simTargetCov_1.0.1.tar.gz 13.5 KiB
1.0.1 rolling source/ R- simTargetCov_1.0.1.tar.gz 3.4 KiB
1.0.1 latest linux/jammy R-4.5 simTargetCov_1.0.1.tar.gz 13.6 KiB
1.0.1 latest linux/noble R-4.5 simTargetCov_1.0.1.tar.gz 13.5 KiB
1.0.1 latest source/ R- simTargetCov_1.0.1.tar.gz 3.4 KiB
1.0.1 2026-04-26 source/ R- simTargetCov_1.0.1.tar.gz 3.4 KiB
1.0.1 2026-04-23 source/ R- simTargetCov_1.0.1.tar.gz 3.4 KiB
1.0.1 2026-04-09 windows/windows R-4.5 simTargetCov_1.0.1.zip 16.8 KiB
1.0.1 2025-04-20 source/ R- simTargetCov_1.0.1.tar.gz 3.4 KiB

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