flexIC
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