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:
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')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 6 months agofrom:ba41f68698. Checks:OK: 2. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Oct 29 2024 |
R-4.5-linux | OK | Oct 29 2024 |
Dependencies:assertthatBHgmmkde1dlatticelavaanMASSMatrixmnormtmvtnormnleqslvnumDerivpbivnormPearsonDSquadprograndtoolboxRcppRcppEigenRcppThreadrngWELLrvinecopulibsandwichtmvtnormwdmzoo
Readme and manuals
Help Manual
Help page | Topics |
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Simulation of non-normal data | rIG |
Simulation of non-normal data | rPLSIM |
Calibrate a regular vine | vita |