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covsim: An R Package for Simulating Non-Normal Data for Structural Equation Models Using Copulas
2022
Journal of Statistical Software
In factor analysis and structural equation modeling non-normal data simulation is traditionally performed by specifying univariate skewness and kurtosis together with the target covariance matrix. However, this leaves little control over the univariate distributions and the multivariate copula of the simulated vector. In this paper we explain how a more flexible simulation method called vine-to-anything (VITA) may be obtained from copula-based techniques, as implemented in a new R package,
doi:10.18637/jss.v102.i03
fatcat:fgnpjvfnzjdk3n6goweutx4z64