GitHub

flexIC is a high-precision Iman–Conover engine for generating continuous variables that preserve rank correlation with marginal fidelity. It offers tunable convergence control, allowing you to aggressively reduce rank-correlation distortion—at the cost of a few extra milliseconds.

Use it to:

  • Simulate data with a target Spearman or Kendall structure
  • Preserve original variable distributions via back-ranking
  • Validate or stress-test statistical methods under structured dependence

🚀 Why use flexIC?

Most Iman–Conover implementations:

  • Run once with no convergence check
  • Do not guarantee low error
  • Break marginal shapes in edge cases

flexIC:

  • Iterates until max abs rank-correlation error ≤ ε
  • Keeps original marginal shapes intact
  • Returns detailed error diagnostics
  • Finishes in milliseconds on typical datasets

📦 Installation

# Development version (until on CRAN)
remotes::install_github("TheotherDrWells/flexIC")

Read the original on github.com ↗