bigsimr

Fast Generation of High-Dimensional Random Vectors

Last update: 21 February 2024

Software version identifier: 0.11.2, 0.11.1, 0.11.2, 0.12.0

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

Copyright license: GNU General Public License, version 3.0

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.