bigsimr (Q56226)
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Fast Generation of High-Dimensional Random Vectors
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | bigsimr |
Fast Generation of High-Dimensional Random Vectors |
Statements
21 February 2024
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Simulate multivariate data with arbitrary marginal distributions. 'bigsimr' is a package for simulating high-dimensional multivariate data with a target correlation and arbitrary marginal distributions via Gaussian copula. It utilizes the Julia package 'Bigsimr.jl' for its core routines.
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