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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.

Version: 1.1.0
Depends: R (≥ 3.5.0)
Imports: rvinecopulib (≥ 0.5.1.1.0), lavaan (≥ 0.6-5), nleqslv, PearsonDS, MASS, stats, tmvtnorm, Matrix
Suggests: rmarkdown, knitr, R.rsp, GGally, psych, testthat (≥ 3.0.0)
Published: 2024-05-31
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
Citation: covsim citation info
Materials: README NEWS
CRAN checks: covsim results

Documentation:

Reference manual: covsim.pdf
Vignettes: Covsim: Simulating non-normal data with given covariance matrix

Downloads:

Package source: covsim_1.1.0.tar.gz
Windows binaries: r-devel: covsim_1.1.0.zip, r-release: covsim_1.1.0.zip, r-oldrel: covsim_1.1.0.zip
macOS binaries: r-release (arm64): covsim_1.1.0.tgz, r-oldrel (arm64): covsim_1.1.0.tgz, r-release (x86_64): covsim_1.1.0.tgz, r-oldrel (x86_64): covsim_1.1.0.tgz
Old sources: covsim archive

Reverse dependencies:

Reverse suggests: semPower

Linking:

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.