SimJoint
0.3.12Simulate Joint Distribution
Overview
Simulate multivariate correlated data given nonparametric marginals and their joint structure characterized by a Pearson or Spearman correlation matrix. The simulator engages the problem from a purely computational perspective. It assumes no statistical models such as copulas or parametric distributions, and can approximate the target correlations regardless of theoretical feasibility. The algorithm integrates and advances the Iman-Conover (1982) approach doi:10.1080/03610918208812265 and the Ruscio-Kaczetow iteration (2008) doi:10.1080/00273170802285693. Package functions are carefully implemented in C++ for squeezing computing speed, suitable for large input in a manycore environment. Precision of the approximation and computing speed both substantially outperform various CRAN packages to date. Benchmarks are detailed in function examples. A simple heuristic algorithm is additionally designed to optimize the joint distribution in the post-simulation stage. The heuristic demonstrated good potential of achieving the same level of precision of approximation without the enhanced Iman-Conover-Ruscio-Kaczetow. The package contains a copy of Permuted Congruential Generator.
Install
Health
- NOTE r-devel-linux-x86_64-debian-clang
- NOTE r-devel-linux-x86_64-debian-gcc
- NOTE2026-04-229 OK · 5 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- ERROR2026-04-188 OK · 5 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
- NOTE2026-03-109 OK · 5 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 100%
- Documented parameters
- not tracked
- Return-value docs
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- References docs
- 0%
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Code & Tests
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9 releases. Pick two to compare their code metrics. R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- 0.3.12Latest
- 0.3.112024-01-09 · diff ↗
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- 0.3.92021-12-09 · diff ↗
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- 0.3.72020-04-14 · diff ↗
- unarchivedReturned to CRAN2020-04-14
- archivedRemoved from CRAN2020-04-03check problems were not corrected in time Errors in '\donttest' parts of examples
- 0.3.52020-01-13 · diff ↗
- 0.3.42020-01-10 · diff ↗
- 0.2.22019-08-08 · diff ↗
Show 3 earlier events
- 0.2.12019-06-18 · diff ↗
- 0.1.12019-06-13
- RR 3.6.0 released · 2019-04-26
Package metadata
- First published
- 2019-06-13
- Total releases
- 9 / 7 yrs
- License
- GPL-3 OSI
- Download size
- 283 KB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
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