Description
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.
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Show all 14 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | NOTE |
| r-devel-linux-x86_64-debian-gcc | NOTE |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-macos-arm64 | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | NOTE |
| r-oldrel-macos-x86_64 | NOTE |
| r-oldrel-windows-x86_64 | NOTE |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check details (7 non-OK)
CRAN incoming feasibility
Maintainer: ‘Charlie Wusuo Liu <liuwusuo@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = c("Charlie", "Wusuo"),
family = "Liu",
role = c("aut", "cre"),
email = "liuwusuo@gmail.com")
as necessary.
CRAN incoming feasibility
Maintainer: ‘Charlie Wusuo Liu <liuwusuo@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = c("Charlie", "Wusuo"),
family = "Liu",
role = c("aut", "cre"),
email = "liuwusuo@gmail.com")
as necessary.
for GNU extensions in Makefiles
GNU make is a SystemRequirements.
installed package size
installed size is 5.8Mb
sub-directories of 1Mb or more:
libs 5.5Mb
for GNU extensions in Makefiles
GNU make is a SystemRequirements.
installed package size
installed size is 6.1Mb
sub-directories of 1Mb or more:
libs 5.7Mb
for GNU extensions in Makefiles
GNU make is a SystemRequirements.
Check History
NOTE 9 OK · 5 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
CRAN incoming feasibility
Maintainer: ‘Charlie Wusuo Liu <liuwusuo@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = c("Charlie", "Wusuo"),
family = "Liu",
role = c("aut", "cre"),
email = "liuwusuo@gmail.com")
as necessary.
CRAN incoming feasibility
Maintainer: ‘Charlie Wusuo Liu <liuwusuo@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = c("Charlie", "Wusuo"),
family = "Liu",
role = c("aut", "cre"),
email = "liuwusuo@gmail.com")
as necessary.
installed package size
installed size is 5.8Mb
sub-directories of 1Mb or more:
libs 5.5Mb
installed package size
installed size is 6.1Mb
sub-directories of 1Mb or more:
libs 5.7Mb
for GNU extensions in Makefiles
GNU make is a SystemRequirements.