R code to support Tajvidi and Turlach (2017). The main functions implemented for the SimCop package are:
New*Copula, various functions that create objects of
class ‘SimCop’. These functions return a copula function with various helpful information stored in the environment of the function.
Details of the implementation are subject to change and should not be relied on.
GetApprox, a function that calculates approximations to a copula and returns an object of
For bivariate copulae a method for
plot is implemented for this class.
GenerateRV, a generic function that generates random variates from an object, together with a method for objects of class ‘CopApprox’.
Tajvidi, N. and Turlach, B.A. (2017). A general approach to generate random variates for multivariate copulae, Australian & New Zealand Journal of Statistics. Doi:10.1111/anzs.12209.
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