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 (≥, 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>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
Citation: covsim citation info
Materials: README NEWS
CRAN checks: covsim results


Reference manual: covsim.pdf
Vignettes: Covsim: Simulating non-normal data with given covariance matrix


Package source: covsim_1.0.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): covsim_1.0.0.tgz, r-oldrel (arm64): covsim_1.0.0.tgz, r-release (x86_64): covsim_1.0.0.tgz, r-oldrel (x86_64): covsim_1.0.0.tgz
Old sources: covsim archive


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