On the generation of random multivariate data

详细信息    查看全文

• 作者：José ; Camacho ^{josecamacho@ugr.ess}
• 关键词：Multivariate data ; Simulation ; ADICOV ; MEDA toolbox ; Montecarlo
• 刊名：Chemometrics and Intelligent Laboratory Systems
• 出版年：2017
• 出版时间：15 January 2017
• 年：2017
• 卷：160
• 期：Complete
• 页码：40-51
• 全文大小：1951 K
• 卷排序：160

文摘

The approaches for generation of multivariate data are reviewed and compared. The problem of multivariate data generation from random covariance matrices is analyzed. A new algorithm for multivariate data generation from random covariance matrices is proposed and made available. The algorithm is illustrated in problems of interest for the research community.