Nader Tajvidi and Berwin A Turlach (2017). SimCop: Simulate from Arbitrary Copulae. R package version 0.7.0.

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.

Corresponding BibTeX entries:

  @Manual{,
    title = {SimCop: Simulate from Arbitrary Copulae},
    author = {N. Tajvidi and B. A. Turlach},
    year = {2017},
    note = {R package version 0.7.0},
  }

  @Article{,
    author = {N. Tajvidi and B. A. Turlach},
    title = {A general approach to generate random variates for
      multivariate copulae},
    journal = {Australian & New Zealand Journal of Statistics},
    year = {2017},
    note = {Accepted for publication},
  }