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.
|Author||Berwin A. Turlach [aut, cre], Nader Tajvidi [ctb]|
|Maintainer||Berwin A. Turlach <[email protected]>|
|License||GPL (>= 2)|
|Package repository||View on CRAN|
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