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. Detailed discussion of the methodologies used can be found in Tajvidi and Turlach (2018) <doi:10.1111/anzs.12209>.

Version: 0.7.3
Depends: R (≥ 4.4.0)
Imports: grDevices, graphics, quadprog, rgl, stats
Published: 2025-04-13
Author: Berwin A. Turlach ORCID iD [aut, cre], Nader Tajvidi ORCID iD [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
Materials: NEWS
In views: ExtremeValue
CRAN checks: SimCop results

Documentation:

Reference manual: SimCop.html , SimCop.pdf

Downloads:

Package source: SimCop_0.7.3.tar.gz
Windows binaries: r-devel: SimCop_0.7.3.zip, r-release: SimCop_0.7.3.zip, r-oldrel: SimCop_0.7.3.zip
macOS binaries: r-release (arm64): SimCop_0.7.3.tgz, r-oldrel (arm64): SimCop_0.7.3.tgz, r-release (x86_64): SimCop_0.7.3.tgz, r-oldrel (x86_64): SimCop_0.7.3.tgz
Old sources: SimCop archive

Linking:

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