VITA, IG, PLSIM and VM Simulation for Given Covariance and Marginals

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Documentation for package ‘covsim’ version 1.2.0

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

calibrate_ig	Calibrate the IG (Independent Generator) model
calibrate_plsim	Calibrate the PLSIM (Piecewise Linear) model
calibrate_vita	Calibrate a regular vine (VITA)
calibrate_vm	Calibrate the VM (Vale-Maurelli) model
rIG	Simulation of non-normal data
rPLSIM	Simulation of non-normal data
rVM	Simulation of non-normal data with the Vale-Maurelli method
simulate.covsim_calib_ig	Simulate from a calibrated IG model
simulate.covsim_calib_plsim	Simulate from a calibrated PLSIM model
simulate.covsim_calib_vita	Simulate from a calibrated VITA vine
simulate.covsim_calib_vm	Simulate from a calibrated VM model
simulate_estimate	Simulate data and estimate a model repeatedly
vita	Calibrate a regular vine