covsim: VITA, IG and PLSIM Simulation for Given Covariance and Marginals
Random sampling from distributions with user-specified population covariance matrix. Marginal information may be fully
specified, for which the package implements the VITA (VIne-To-Anything) algorithm
Grønneberg and Foldnes (2017) <doi:10.1007/s11336-017-9569-6>. See also Grønneberg, Foldnes and Marcoulides (2022) <doi:10.18637/jss.v102.i03>.
Alternatively, marginal skewness and kurtosis may be specified, for which the package
implements the IG (independent generator) and PLSIM (piecewise linear) algorithms, see Foldnes and Olsson (2016) <doi:10.1080/00273171.2015.1133274> and
Foldnes and Grønneberg (2021) <doi:10.1080/10705511.2021.1949323>, respectively.
| Version: |
1.0.0 |
| Depends: |
R (≥ 3.5.0) |
| Imports: |
rvinecopulib (≥ 0.5.1.1.0), lavaan (≥ 0.6-5), nleqslv, PearsonDS, MASS, stats, Rcpp, gsl, tmvtnorm, Matrix |
| Suggests: |
rmarkdown, knitr, R.rsp, GGally, psych |
| Published: |
2022-04-29 |
| Author: |
Njaal Foldnes [aut, cre],
Steffen Grønneberg [aut] |
| Maintainer: |
Njaal Foldnes <njal.foldnes at gmail.com> |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: |
no |
| Citation: |
covsim citation info |
| Materials: |
README NEWS |
| CRAN checks: |
covsim results |
Documentation:
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