covsim: VITA, IG and PLSIM Simulation for Given Covariance and Marginals

User specifies population covariance matrix. Marginal information may be fully specified, for which the package implements the VITA (VIne-To-Anything) algorithm. Groenneberg and Foldnes (2017) <doi:10.1007/s11336-017-9569-6>. Alternatively, marginal skewness and kurtosis may be specified, for which the package implements the IG (independent generator) and PLSIM (piecewise linear) algorithms. Foldnes and Olsson (2016) <doi:10.1080/00273171.2015.1133274>. Foldnes and Groenneberg (2021).

Version: 0.2.0
Depends: R (≥ 3.1.0)
Imports: rvinecopulib (≥, lavaan (≥ 0.6-5), nleqslv, PearsonDS, MASS, stats, Rcpp, gsl, tmvtnorm, Matrix
Published: 2021-06-09
Author: Njaal Foldnes [aut, cre], Steffen Groenneberg [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
Package source: covsim_0.2.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): covsim_0.2.0.tgz, r-release (x86_64): covsim_0.2.0.tgz, r-oldrel: covsim_0.2.0.tgz
Old sources: covsim archive


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