bigsimr: Fast Generation of High-Dimensional Random Vectors

Simulate multivariate data with arbitrary marginal distributions. 'bigsimr' is an package for simulating high-dimensional multivariate data with a target correlation and arbitrary marginal distributions via Gaussian copula. It utilizes a Julia package named 'Bigsimr.jl' for its core routines.

Getting started

Package details

AuthorAlex Knudson [aut], Grant Schissler [aut, cre]
MaintainerGrant Schissler <>
Package repositoryView on CRAN
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bigsimr documentation built on Sept. 12, 2021, 1:07 a.m.