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) . 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) . Foldnes and Groenneberg (2021).


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install.packages("covsim")

0.2.1 by Njaal Foldnes, 16 days ago


Browse source code at https://github.com/cran/covsim


Authors: Njaal Foldnes [aut, cre] , Steffen Groenneberg [aut]


Documentation:   PDF Manual  


GPL (>= 2) license


Imports rvinecopulib, lavaan, nleqslv, PearsonDS, MASS, stats, Rcpp, gsl, tmvtnorm, Matrix

Suggests R.rsp


See at CRAN