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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 (≥ 0.5.1.1.0), 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 gmail.com> |
| 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: covsim_1.0.0.zip, r-release: covsim_1.0.0.zip, r-oldrel: covsim_1.0.0.zip |
| 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 |
| Reverse suggests: | semPower |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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