SimCop0.7.0 package

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.

  • Maintainer: Berwin A. Turlach
  • License: GPL (>= 2)
  • Last published: 2017-12-20