Non-normal Data Simulation using Piecewise Linear Transforms
Peer reviewed, Journal article
Published version
Permanent lenke
https://hdl.handle.net/11250/3053188Utgivelsesdato
2021Metadata
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Originalversjon
Foldnes, N., & Grønneberg, S. (2022). Non-normal data simulation using piecewise linear transforms. Structural Equation Modeling: A Multidisciplinary Journal, 29(1), 36-46. 10.1080/10705511.2021.1949323Sammendrag
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.