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
Plot a bivariate copula or its density
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. Detailed discussion of the methodologies used can be found in Tajvidi and Turlach (2018) <doi:10.1111/anzs.12209>.