Skip to content
/ NOTAMO Public

Estimates parameters of a quantile mixture cumulative distribution function to comply with prespecified central moments. The quantile mixture can be used with the NORTA algorithm to generate multivariate non-normally distruted samples with given covariance matrix and central moments.

Notifications You must be signed in to change notification settings

NOTAMOr/NOTAMO

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 

History

1 Commit
 
 
 
 

About

Estimates parameters of a quantile mixture cumulative distribution function to comply with prespecified central moments. The quantile mixture can be used with the NORTA algorithm to generate multivariate non-normally distruted samples with given covariance matrix and central moments.

Stars

Watchers

Forks

Releases

No releases published

Packages

No packages published