SimCop: Simulate from Arbitrary Copulae
Provides a framework to generating random variates from arbitrary multivariate copulae, while concentrating on (bivariate) extreme value copulae. Particularly useful if the multivariate copulae are not available in closed form. Detailed discussion of the methodologies used can be found in Tajvidi and Turlach (2018) <doi:10.1111/anzs.12209>.
| Version: | 0.7.3 |
| Depends: | R (≥ 4.4.0) |
| Imports: | grDevices, graphics, quadprog, rgl, stats |
| Published: | 2025-04-13 |
| DOI: | 10.32614/CRAN.package.SimCop |
| Author: | Berwin A. Turlach 
[aut, cre],
Nader Tajvidi
[ctb] |
| Maintainer: | Berwin A. Turlach <Berwin.Turlach at gmail.com> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | no |
| Citation: | SimCop citation info |
| Materials: | NEWS |
| In views: | ExtremeValue |
| CRAN checks: | SimCop results |
Documentation:
| Reference manual: | SimCop.pdf |
Downloads:
| Package source: | SimCop_0.7.3.tar.gz |
| Windows binaries: | r-devel: SimCop_0.7.3.zip, r-release: SimCop_0.7.3.zip, r-oldrel: SimCop_0.7.3.zip |
| macOS binaries: | r-release (arm64): SimCop_0.7.3.tgz, r-oldrel (arm64): SimCop_0.7.3.tgz, r-release (x86_64): SimCop_0.7.3.tgz, r-oldrel (x86_64): SimCop_0.7.3.tgz |
| Old sources: | SimCop archive |
Linking:
Please use the canonical form https://CRAN.R-project.org/package=SimCop to link to this page.