covsim
VITA, IG and PLSIM Simulation for Given Covariance and Marginals
Random sampling from distributions with user-specified population covariance matrix. Marginal information may be fully specified, for which the package implements the VITA (VIne-To-Anything) algorithm Grønneberg and Foldnes (2017) doi:10.1007/s11336-017-9569-6. See also Grønneberg, Foldnes and Marcoulides (2022) doi:10.18637/jss.v102.i03. Alternatively, marginal skewness and kurtosis may be specified, for which the package implements the IG (independent generator) and PLSIM (piecewise linear) algorithms, see Foldnes and Olsson (2016) doi:10.1080/00273171.2015.1133274 and Foldnes and Grønneberg (2021) doi:10.1080/10705511.2021.1949323, respectively.
- Version1.1.0
- R versionunknown
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?No
- covsim citation info
- Last release05/31/2024
Documentation
Team
Njaal Foldnes
Steffen Grønneberg
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Last 30 days
This package has been downloaded 277 times in the last 30 days. More than a random curiosity, but not quite a blockbuster. Still, it's gaining traction! The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 7 times.
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Last 365 days
This package has been downloaded 3,547 times in the last 365 days. That's enough downloads to impress a room full of undergrads. A commendable achievement indeed. The day with the most downloads was Jan 22, 2025 with 35 downloads.
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Dependencies
- Imports7 packages
- Suggests6 packages
- Reverse Suggests1 package