Package: SimJoint
Type: Package
Title: Simulate Joint Distribution
Version: 0.3.12
Author: Charlie Wusuo Liu
Maintainer: Charlie Wusuo Liu <liuwusuo@gmail.com>
Description: Simulate multivariate correlated data given nonparametric
        marginals and their joint structure characterized by a Pearson
        or Spearman correlation matrix. The simulator engages the
        problem from a purely computational perspective. It assumes no
        statistical models such as copulas or 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
        iteration (2008) <doi:10.1080/00273170802285693>. Package
        functions are carefully implemented in C++ for squeezing
        computing speed, suitable for large input in a manycore
        environment. Precision of the approximation and computing speed
        both substantially outperform various CRAN packages to date.
        Benchmarks are detailed in function examples. A simple
        heuristic algorithm is additionally designed to optimize the
        joint distribution in the post-simulation stage. The heuristic
        demonstrated good potential of achieving the same level of
        precision of approximation without the enhanced
        Iman-Conover-Ruscio-Kaczetow. The package contains a copy of
        Permuted Congruential Generator.
License: GPL-3
Encoding: UTF-8
Imports: Rcpp (>= 1.0.0)
LinkingTo: Rcpp, RcppArmadillo
SystemRequirements: GNU make
Suggests: R.rsp
VignetteBuilder: R.rsp
NeedsCompilation: yes
Packaged: 2026-09-22 12:03:22 UTC; root
Config/pak/sysreqs: make
Repository: https://whateverliu.r-universe.dev
Date/Publication: 2024-01-15 02:47:15 UTC
RemoteUrl: https://github.com/cran/SimJoint
RemoteRef: HEAD
RemoteSha: 625cc4653cddb46546dad3ddc725fc211cd1118d
Built: R 4.6.0; wasm32-unknown-emscripten; 2026-09-22 12:05:59 UTC; unix
