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) .


News

Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("covsim")

0.1.0 by Njål Foldnes, 5 months ago


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


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