Package: covsim 1.1.0

Njaal Foldnes

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.

Authors:Njaal Foldnes [aut, cre], Steffen Grønneberg [aut]

covsim_1.1.0.tar.gz
covsim_1.1.0.tar.gz(r-4.5-noble)covsim_1.1.0.tar.gz(r-4.4-noble)
covsim_1.1.0.tgz(r-4.4-emscripten)covsim_1.1.0.tgz(r-4.3-emscripten)
covsim.pdf |covsim.html✨
covsim/json (API)
NEWS

# Install 'covsim' in R:
install.packages('covsim', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

3.06 score 23 scripts 274 downloads 3 exports 25 dependencies

Last updated 7 months agofrom:ba41f68698. Checks:OK: 2. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 28 2024
R-4.5-linuxOKNov 28 2024

Exports:rIGrPLSIMvita

Dependencies:assertthatBHgmmkde1dlatticelavaanMASSMatrixmnormtmvtnormnleqslvnumDerivpbivnormPearsonDSquadprograndtoolboxRcppRcppEigenRcppThreadrngWELLrvinecopulibsandwichtmvtnormwdmzoo

Covsim: Simulating non-normal data with given covariance matrix

Njål Foldnes and Steffen Grønneberg

Rendered fromvignette.Rmdusingknitr::rmarkdownon Nov 28 2024.

Last update: 2024-06-01
Started: 2022-04-29