covsim

MaRDI QIDQ1352635swMATHCRANFDO

Authors Njaal Foldnes, Steffen Grønneberg

Last update 29 October 2026

Copyright license GNU General Public License, version 2.0, GNU General Public License, version 3.0

Software version identifier 1.0.0, PACKAGES.rds, 0.1.0, 0.2.0, 0.2.1, 1.0.0, 1.1.0, PACKAGES.rds, 1.2.0

Official website https://cran.r-project.org/web/packages/covsim/index.html

Source code repository https://github.com/cran/covsim

Description

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), PLSIM (piecewise linear) and VM (Vale-Maurelli) algorithms, see Foldnes and Olsson (2016) <doi:10.1080/00273171.2015.1133274>, Foldnes and Grønneberg (2021) <doi:10.1080/10705511.2021.1949323> and Vale and Maurelli (1983) <doi:10.1007/BF02293687>, respectively.

Cites work

• A Simple Simulation Technique for Nonnormal Data with Prespecified Skewness, Kurtosis, and Covariance Matrix
• Covariance model simulation using regular vines
• covsim: An R Package for Simulating Non-Normal Data for Structural Equation Models Using Copulas
• Non-normal Data Simulation using Piecewise Linear Transforms
• Simulating multivariate nonnormal distributions

Cited in

(5)

• mnonr
• discnorm
• simsem
• rvinecopulib
• FactorCopula

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