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SimCop: Simulate from Arbitrary Copulae (original) (raw)

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 ORCID iD [aut, cre], Nader Tajvidi ORCID iD [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

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