swMATH ID: 42280
Software Authors: Njaal Foldnes, Steffen Grønneberg
Description: R package covsim: VITA, IG and PLSIM Simulation for Given Covariance and Marginals. 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.
Homepage: https://cran.r-project.org/web/packages/covsim/index.html
Source Code:  https://github.com/cran/covsim
Dependencies: R
Related Software: EQS; LISREL; copula; discnorm; R; SimCorMultRes; VineCopula; lavaan; mnonr; simsem; rvinecopulib
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