Package: covsim
Type: Package
Title: VITA, IG and PLSIM Simulation for Given Covariance and Marginals
Version: 1.0.0
Authors@R: c(person("Njaal", "Foldnes", email = "njal.foldnes@gmail.com", role = c("aut", "cre")),
           person("Steffen", "Grønneberg", email = "steffeng@gmail.com", role = c("aut")))
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) 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.  
License: GPL (>= 2)
Depends: R (>= 3.5.0)
Imports: rvinecopulib (>= 0.5.1.1.0), lavaan (>= 0.6-5), nleqslv,
        PearsonDS, MASS, stats, Rcpp, gsl, tmvtnorm, Matrix
Encoding: UTF-8
RoxygenNote: 7.1.2
Suggests: rmarkdown, knitr, R.rsp, GGally, psych
VignetteBuilder: knitr
NeedsCompilation: no
Packaged: 2022-04-29 22:10:34 UTC; Njaal0
Author: Njaal Foldnes [aut, cre],
  Steffen Grønneberg [aut]
Maintainer: Njaal Foldnes <njal.foldnes@gmail.com>
Repository: CRAN
Date/Publication: 2022-04-29 22:40:09 UTC
Built: R 4.2.0; ; 2023-07-10 23:32:58 UTC; unix
