User specifies population covariance matrix. Marginal information may be fully specified, for which the package implements the VITA (VIne-To-Anything) algorithm. Groenneberg and Foldnes (2017) <doi:10.1007/s11336-017-9569-6>. Alternatively, marginal skewness and kurtosis may be specified, for which the package implements the IG (independent generator) algorithm. Foldnes and Olsson (2016) <doi:10.1080/00273171.2015.1133274>.
| Version: | 0.1.0 |
| Depends: | R (≥ 3.1.0) |
| Imports: | rvinecopulib (≥ 0.5.1.1.0), lavaan (≥ 0.6-5), nleqslv, PearsonDS, MASS, stats, Rcpp, gsl |
| Published: | 2020-05-12 |
| Author: | Njål Foldnes [aut, cre], Steffen Grønneberg [aut] |
| Maintainer: | Njål Foldnes <njal.foldnes at gmail.com> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | no |
| Citation: | covsim citation info |
| Materials: | README NEWS |
| CRAN checks: | covsim results |
| Reference manual: | covsim.pdf |
| Package source: | covsim_0.1.0.tar.gz |
| Windows binaries: | r-devel: covsim_0.1.0.zip, r-release: covsim_0.1.0.zip, r-oldrel: covsim_0.1.0.zip |
| macOS binaries: | r-release: covsim_0.1.0.tgz, r-oldrel: covsim_0.1.0.tgz |
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