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
DOI: 10.32614/CRAN.package.SimCop
Author: Berwin A. Turlach [aut, cre], Nader Tajvidi [ctb]
Maintainer: Berwin A. Turlach <Berwin.Turlach at>
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:, r-release:, r-oldrel:
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


Please use the canonical form to link to this page.