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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), PLSIM (piecewise linear) and VM (Vale-Maurelli) algorithms, see Foldnes and Olsson (2016) <doi:10.1080/00273171.2015.1133274>, Foldnes and Grønneberg (2021) <doi:10.1080/10705511.2021.1949323> and Vale and Maurelli (1983) <doi:10.1007/BF02293687>, respectively.
| Version: | 1.2.0 |
| Depends: | R (≥ 3.5.0) |
| Imports: | rvinecopulib (≥ 0.5.1.1.0), lavaan (≥ 0.6-5), nleqslv, PearsonDS, MASS, stats, parallel, Matrix |
| Suggests: | rmarkdown, knitr, R.rsp, GGally, psych, testthat (≥ 3.0.0), magmaan (≥ 0.2.0) |
| Published: | 2026-10-29 |
| DOI: | 10.32614/CRAN.package.covsim |
| 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 |
| Additional_repositories: | https://jonasmoss.r-universe.dev |
| Citation: | covsim citation info |
| Materials: | README, NEWS |
| CRAN checks: | covsim results |
| Reference manual: | covsim.html , covsim.pdf |
| Vignettes: |
The calibrate / simulate workflow in covsim (source, R code) Monte Carlo studies with covsim (source, R code) Covsim: Simulating non-normal data with given covariance matrix (source, R code) |
| Package source: | covsim_1.2.0.tar.gz |
| Windows binaries: | r-devel: covsim_1.1.0.zip, r-release: covsim_1.2.0.zip, r-oldrel: covsim_1.2.0.zip |
| macOS binaries: | r-release (arm64): covsim_1.2.0.tgz, r-oldrel (arm64): covsim_1.2.0.tgz, r-release (x86_64): covsim_1.1.0.tgz, r-oldrel (x86_64): covsim_1.1.0.tgz |
| Old sources: | covsim archive |
| Reverse suggests: | semPower |
Please use the canonical form https://CRAN.R-project.org/package=covsim to link to this page.
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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