covsim: An R Package for Simulating Non-Normal Data for Structural Equation Models Using Copulas

IF 5.4 2区 计算机科学 Q1 COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS
Steffen Grønneberg, Njål Foldnes, Katerina M. Marcoulides
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引用次数: 5

Abstract

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, covsim . VITA is based on the concept of a regular vine, where bivariate copulas are coupled together into a full multivariate copula. We illustrate how to simulate continuous and ordinal data for covariance modeling, and how to use the new package discnorm to test for underlying normality in ordinal data. An introduction to copula and vine simulation is provided in the appendix.
covsim:一个用copula模拟结构方程模型非正态数据的R包
在因子分析和结构方程建模中,传统的非正态数据模拟是通过指定单变量偏度和峰度以及目标协方差矩阵来实现的。然而,这对模拟向量的单变量分布和多变量联结几乎没有控制。在本文中,我们解释了如何从基于copula的技术中获得一种更灵活的模拟方法,称为“葡萄到任何东西”(VITA),该方法在新的R包covsim中实现。VITA是基于一个规则的藤的概念,其中二元连在一起耦合成一个完整的多元连。我们说明了如何模拟连续和有序数据进行协方差建模,以及如何使用新的包异常来测试有序数据中的潜在正态性。附录中提供了对copula和vine模拟的介绍。
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来源期刊
Journal of Statistical Software
Journal of Statistical Software 工程技术-计算机:跨学科应用
CiteScore
10.70
自引率
1.70%
发文量
40
审稿时长
6-12 weeks
期刊介绍: The Journal of Statistical Software (JSS) publishes open-source software and corresponding reproducible articles discussing all aspects of the design, implementation, documentation, application, evaluation, comparison, maintainance and distribution of software dedicated to improvement of state-of-the-art in statistical computing in all areas of empirical research. Open-source code and articles are jointly reviewed and published in this journal and should be accessible to a broad community of practitioners, teachers, and researchers in the field of statistics.
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