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.

Version:	0.7.0
Depends:	R (≥ 3.4.0)
Imports:	grDevices, graphics, quadprog, stats
Published:	2017-12-20
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

Documentation:

Reference manual:

SimCop.pdf

Downloads:

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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