[R] "Re-creating" distributions

[Özgür Asar]

Dear Andras,

A possible option might be checking the fit of your data to a specific
distribution and generating the data from the distribution to which your
data fit, with the parameters such as the MLE  of them obtained by using the
avaiable data.

For instance, you can check whether your data is a random sample from
multivariate normal distribution by using the R function mshapiro.test
(under mvnormtest)  and estimate MLE of the parameters by using the function
mlest (under mvnmle).

Best
Ozgur

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