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.

Getting started

Package details

AuthorBerwin A. Turlach [aut, cre], Nader Tajvidi [ctb]
MaintainerBerwin A. Turlach <[email protected]>
LicenseGPL (>= 2)
Version0.7.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("SimCop")

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SimCop documentation built on Dec. 23, 2017, 5:38 p.m.