Un programa GAUSS para simular distribuciones no normales multivariadas

Abstract

A GAUSS program to simulate non normal multivariate distributions. We present two GAUSS programs, that allow sample's generation of size n and p variables with distribution aspects in skewness and kurtosis beforehand specify by the user, from the involves variables correlation's matrix according to Fleishman (1978) and Vale and Maurelli (1983) algorithms.