Multivariate Beta Pert Distribution

mvtbetapert.R

#' Multivariate Beta PERT distributions
#'
#' @description Generates random deviates from correlated (modified) pert distributions.
#'    this is performed by remapping correlated normal distributions to the beta pert
#'    distributions using quantiles.
#'
#' @param n Number of observations. If length(n) > 1, the length is taken to be the number required.
#' @param min Vector of minima.
#' @param mode Vector of modes.
#' @param max Vector of maxima.
#' @param sigma covariance matrix, default is diag(ncol(x)).
#'
#' @return Returns a matrix of values of dimensions n x length(mode).
#' @export
#'
#' @examples
mvtbetapert <- function(n, min, mode, max, sigma = diag(length(mode))){

  # Generate correlated normal distributions:
  mvn <- mvtnorm::rmvnorm(n, mean = rep(0, length(mode)), sigma = sigma)

  # Convert to quantiles to be re-mapped to the betaPERT distribution:
  for (j in 1:ncol(mvn)){
    mvn[, j] <- rank(mvn[, j]) / length(mvn[, j])
  }

  # Convert quantiles desired betaPERT distributions
  for (j in 1:ncol(mvn)){
    prt <- rpert(n, min = min[j], mode = mode[j], max = max[j])
    mvn[, j] <- quantile(prt, probs = mvn[, j])
  }
  return(mvn)
}