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.
| Version: | 0.7.0 |
| Depends: | R (≥ 3.4.0) |
| Imports: | grDevices, graphics, quadprog, stats |
| Published: | 2017-12-20 |
| DOI: | 10.32614/CRAN.package.SimCop |
| Author: | Berwin A. Turlach [aut, cre], Nader Tajvidi [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 |
| In views: | ExtremeValue |
| CRAN checks: | SimCop results |
| Reference manual: | SimCop.pdf |
| Package source: | SimCop_0.7.0.tar.gz |
| Windows binaries: | r-devel: SimCop_0.7.0.zip, r-release: SimCop_0.7.0.zip, r-oldrel: SimCop_0.7.0.zip |
| macOS binaries: | r-release (arm64): SimCop_0.7.0.tgz, r-oldrel (arm64): SimCop_0.7.0.tgz, r-release (x86_64): SimCop_0.7.0.tgz, r-oldrel (x86_64): SimCop_0.7.0.tgz |
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