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SimCop  

Simulate from Arbitrary Copulae
View on CRAN: Click here


Download and install SimCop package within the R console
Install from CRAN:
install.packages("SimCop")

Install from Github:
library("remotes")
install_github("cran/SimCop")

Install by package version:
library("remotes")
install_version("SimCop", "0.7.0")



Attach the package and use:
library("SimCop")
Maintained by
Berwin A. Turlach
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2017-12-20
Latest Update: 2017-12-20
Description:
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.
How to cite:
Berwin A. Turlach (2017). SimCop: Simulate from Arbitrary Copulae. R package version 0.7.0, https://cran.r-project.org/web/packages/SimCop. Accessed 07 Nov. 2024.
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