Package: SimJoint
Type: Package
Title: Simulate Joint Distribution
Version: 0.1.1
Author: Charlie Wusuo Liu
Maintainer: Charlie Wusuo Liu <liuwusuo@gmail.com>
Description: Simulate joint distribution given nonparametric marginals and their covariance structure characterized by a correlation matrix. The simulator engages the problem from a purely computational perspective. It assumes no statistical models such as copulas and parametric distributions, and can approximate the target correlations regardless of theoretical feasibility. The algorithm integrates and advances the Iman-Conover (1982) approach (<doi:10.1080/03610918208812265>) and the Ruscio-Kaczetow (2008) iteration (<doi:10.1080/00273170802285693>). The package is implemented in C++ and carefully designed toward computing speed, suitable for large input in a manycore environment. Precision of the approximation and computing speed both outperform various CRAN packages to date by a substantial margin. Benchmarks are detailed in function examples.
License: GPL-3
Encoding: UTF-8
LazyData: true
Imports: Rcpp (>= 1.0.0), RcppParallel,
LinkingTo: Rcpp, RcppParallel, RcppArmadillo
SystemRequirements: GNU make
Suggests: R.rsp
VignetteBuilder: R.rsp
NeedsCompilation: yes
Packaged: 2019-06-12 05:18:03 UTC; Charlie
Repository: CRAN
Date/Publication: 2019-06-13 13:10:14 UTC
