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SimJoint

Simulate Joint Distribution

v0.3.12 · Jan 13, 2024 · GPL-3

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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CRAN Check Status

2 NOTE
11 OK
Show all 13 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-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
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 (2 non-OK)
NOTE r-devel-linux-x86_64-debian-clang

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.
NOTE r-devel-linux-x86_64-debian-gcc

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.

Check History

NOTE 9 OK · 5 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Apr 22, 2026
NOTE r-devel-linux-x86_64-debian-clang

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.
NOTE r-devel-linux-x86_64-debian-gcc

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.
NOTE r-oldrel-macos-arm64

installed package size

installed size is  5.8Mb
  sub-directories of 1Mb or more:
    libs   5.5Mb
NOTE r-oldrel-macos-x86_64

installed package size

installed size is  6.1Mb
  sub-directories of 1Mb or more:
    libs   5.7Mb
NOTE r-oldrel-windows-x86_64

for GNU extensions in Makefiles

GNU make is a SystemRequirements.
ERROR 8 OK · 5 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Apr 18, 2026
NOTE r-devel-linux-x86_64-debian-clang

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.
NOTE r-devel-linux-x86_64-debian-gcc

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.
ERROR r-devel-windows-x86_64

whether package can be installed

Installation failed.
See 'd:/Rcompile/CRANpkg/local/4.6/SimJoint.Rcheck/00install.out' for details.
NOTE r-oldrel-macos-arm64

installed package size

installed size is  5.8Mb
  sub-directories of 1Mb or more:
    libs   5.5Mb
NOTE r-oldrel-macos-x86_64

installed package size

installed size is  6.1Mb
  sub-directories of 1Mb or more:
    libs   5.7Mb
NOTE r-oldrel-windows-x86_64

for GNU extensions in Makefiles

GNU make is a SystemRequirements.
NOTE 9 OK · 5 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
NOTE r-devel-linux-x86_64-debian-clang

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.
NOTE r-devel-linux-x86_64-debian-gcc

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.
NOTE r-oldrel-macos-arm64

installed package size

installed size is  5.8Mb
  sub-directories of 1Mb or more:
    libs   5.5Mb
NOTE r-oldrel-macos-x86_64

installed package size

installed size is  6.1Mb
  sub-directories of 1Mb or more:
    libs   5.7Mb
NOTE r-oldrel-windows-x86_64

for GNU extensions in Makefiles

GNU make is a SystemRequirements.

Dependency Network

Dependencies Reverse dependencies Rcpp SimJoint

Version History

10 tracked
new 0.3.12 Mar 10, 2026
updated 0.3.12 ← 0.3.11 diff Jan 13, 2024
updated 0.3.11 ← 0.3.9 diff Jan 8, 2024
updated 0.3.9 ← 0.3.7 diff Dec 8, 2021
updated 0.3.7 ← 0.3.5 diff Apr 13, 2020
updated 0.3.5 ← 0.3.4 diff Jan 12, 2020
updated 0.3.4 ← 0.2.2 diff Jan 9, 2020
updated 0.2.2 ← 0.2.1 diff Aug 7, 2019
updated 0.2.1 ← 0.1.1 diff Jun 17, 2019
new 0.1.1 Jun 12, 2019