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:

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