covsim
1.1.0VITA, IG and PLSIM Simulation for Given Covariance and Marginals
Overview
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.
Install
Health
- OK2026-08-0513 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-08-0112 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- OK2026-03-1014 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 100%
- Documented parameters
- 100%
- Return-value docs
- 100%
- References docs
- 100%
Downloads
Dependencies
Code & Tests
People & History
5 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
- 1.1.0Latest
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- 1.0.02022-04-30 · diff ↗
- RR 4.2.0 released · 2022-04-22
- 0.2.12021-09-09 · diff ↗
- 0.2.02021-06-09 · diff ↗
- RR 4.1.0 released · 2021-05-18
- 0.1.02020-05-12
- RR 4.0.0 released · 2020-04-24
Package metadata
- First published
- 2020-05-12
- Total releases
- 5 / 6 yrs
- License
- GPL (>= 2) OSI
- Minimum R
- ≥ 3.5.0
- Download size
- 825 KB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
Cite
Cite this package
Run in R for the authors' preferred citation:
citation("covsim")This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.
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