CRAN/E | SimCop

SimCop

Simulate from Arbitrary Copulae

Installation

About

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.

Citation SimCop citation info

Key Metrics

Version 0.7.0
R ≥ 3.4.0
Published 2017-12-20 1927 days ago
Needs compilation? no
License GPL-2
License GPL-3
CRAN checks SimCop results

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Maintainer

Maintainer

Berwin A. Turlach

Berwin.Turlach@gmail.com

Authors

Berwin A. Turlach

aut / cre

Nader Tajvidi

ctb

Material

Reference manual
Package source

In Views

ExtremeValue

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Depends

R ≥ 3.4.0

Imports

grDevices
graphics
quadprog
stats