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: | 1.1.0 |
| Depends: | R (≥ 3.5.0) |
| Imports: | rvinecopulib (≥ 0.5.1.1.0),lavaan (≥ 0.6-5),nleqslv,PearsonDS,MASS, stats,tmvtnorm,Matrix |
| Suggests: | rmarkdown,knitr,R.rsp,GGally,psych,testthat (≥ 3.0.0) |
| Published: | 2024-05-31 |
| DOI: | 10.32614/CRAN.package.covsim |
| 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 |
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