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The NORTA method is a fast general-purpose method for generating samples of a random vector with given marginal distributions and given correlation matrix. It is known that there exist marginal distributions and correlation matrices that the NORTA method cannot match, even though a random vector...
This article presents the Heterogeneous Flow System Specification (HFSS), a formalism aimed to represent hierarchical and modular hybrid flow systems with dynamic structure. The concept of hybrid flow systems provides a generalization of the conventional concept of hybrid system and it can...
We present a model for representing stationary multivariate time-series input processes with marginal distributions from the Johnson translation system and an autocorrelation structure specified through some finite lag. We then describe how to generate data accurately to drive computer...
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