Simulate from Arbitrary Copulae
Calculations on cubes
Generates random variates from a copula approximation
GenerateRV generic
Approximate a copula by a histogram density
Creates a bivariate asymmetric logistic model extreme value copula
Creates a bivariate asymmetric mixed model extreme value copula
Creates a bivariate logistic model extreme value copula
Creates a bivariate mixed model extreme value copula
Creates a flexible extreme value copula
Cross-derivatives via automatic differentiation
Creates a multivariate asymmetric logistic copula
Creates a Gumpel copula
Creates a Clayton copula
Creates a Frank copula
Nonparametric estimator of bivariate dependence function
Plot the histogram density approximation to a copula
Print method for cubes
Print basic information on a copula
SimCop: A package to simulate random variates from an arbitrary multiv...
Fit a dependence function by spline smoothing
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.