covsim: VITA, IG and PLSIM Simulation for Given Covariance and Marginals

User specifies population covariance matrix. Marginal information may be fully specified, for which the package implements the VITA (VIne-To-Anything) algorithm. Groenneberg and Foldnes (2017) <doi:10.1007/s11336-017-9569-6>. Alternatively, marginal skewness and kurtosis may be specified, for which the package implements the IG (independent generator) and PLSIM (piecewise linear) algorithms. Foldnes and Olsson (2016) <doi:10.1080/00273171.2015.1133274>. Foldnes and Groenneberg (2021).

Getting started

Package details

AuthorNjaal Foldnes [aut, cre], Steffen Groenneberg [aut]
MaintainerNjaal Foldnes <>
LicenseGPL (>= 2)
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

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covsim documentation built on Sept. 9, 2021, 5:06 p.m.