SimCop

Last update 22 February 2026

Copyright license GNU General Public License, version 2.0, GNU General Public License, version 3.0

Software version identifier 0.7.0, PACKAGES.rds, 0.7.3, 0.7.4

Official website https://cran.r-project.org/web/packages/SimCop/index.html

Source code repository https://github.com/cran/SimCop

Description

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>.

Cites work

A general approach to generate random variates for multivariate copulae

Described by source

A general approach to generate random variates for multivariate copulae

This page was built for software: SimCop