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) .


Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("SimCop")

0.7.4 by Berwin A. Turlach, 8 months ago


Browse source code at https://github.com/cran/SimCop


Authors: Berwin A. Turlach [aut, cre] (ORCID: , Nader Tajvidi [ctb]


Documentation:   PDF Manual  


GPL (>= 2) license


Imports grDevices, graphics, quadprog, rgl, stats


See at CRAN