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.
- Version0.7.0
- R versionunknown
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?No
- SimCop citation info
- Last release12/20/2017
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Team
Berwin A. Turlach
Nader Tajvidi
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- Imports1 package