# Bigsimr.jl Package

The *Bigsimr* package provides a helpful set of tools for simulating high-dimensional multivariate data with arbitrary marginal distributions. Particularly, *Bigsimr* implements:

- Simulation of multivariate data via Gaussian copulas (NORTA algorithm)
- Converting between different types of correlations (Pearson, Spearman, and Kendall)
- Computing the nearest positive definite correlation matrix (quadratically convergent algorithm)
- Pearson correlation matching to account for non-linear transformations
- Generating random positive semi-definite correlation matrices