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
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
CRAN checks: SimCop results

Downloads:

Reference manual: SimCop.pdf
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
OS X binaries: r-release: SimCop_0.7.0.tgz, r-oldrel: SimCop_0.7.0.tgz

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