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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.

Version: 0.7.0
Depends: R (≥ 3.4.0)
Imports: grDevices, graphics, quadprog, stats
Published: 2017-12-20
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
In views: ExtremeValue
CRAN checks: SimCop results

Documentation:

Reference manual: SimCop.pdf

Downloads:

Package source: SimCop_0.7.0.tar.gz
Windows binaries: r-devel: SimCop_0.7.0.zip, r-release: SimCop_0.7.0.zip, r-oldrel: SimCop_0.7.0.zip
macOS binaries: r-release (arm64): SimCop_0.7.0.tgz, r-oldrel (arm64): SimCop_0.7.0.tgz, r-release (x86_64): SimCop_0.7.0.tgz, r-oldrel (x86_64): SimCop_0.7.0.tgz

Linking:

Please use the canonical form https://CRAN.R-project.org/package=SimCop to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.