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.
