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 260 times in the last 30 days. Enough downloads to make a small wave in the niche community. The curiosity is spreading! The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 4 times.
The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.
Last 365 days
This package has been downloaded 3,530 times in the last 365 days. Consider this 'mid-tier influencer' status—if it were a TikTok, it would get a nod from nieces and nephews. The day with the most downloads was Jan 22, 2025 with 35 downloads.
The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.
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Dependencies
- Imports7 packages
- Suggests6 packages
- Reverse Suggests1 package