VITA and IG 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) algorithm. Foldnes and Olsson (2016) .


Reference manual

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0.1.0 by Njål Foldnes, a year ago

Browse source code at

Authors: Njål Foldnes [aut, cre] , Steffen Grønneberg [aut]

Documentation:   PDF Manual  

GPL (>= 2) license

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

See at CRAN