Package: SimCop 0.7.4

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. Detailed discussion of the methodologies used can be found in Tajvidi and Turlach (2018) <doi:10.1111/anzs.12209>.

Authors:Berwin A. Turlach [aut, cre], Nader Tajvidi [ctb]

SimCop_0.7.4.tar.gz
SimCop_0.7.4.zip(r-4.7)SimCop_0.7.4.zip(r-4.6)SimCop_0.7.4.zip(r-4.5)
SimCop_0.7.4.tgz(r-4.6-any)SimCop_0.7.4.tgz(r-4.5-any)
SimCop_0.7.4.tar.gz(r-4.7-any)SimCop_0.7.4.tar.gz(r-4.6-any)
SimCop_0.7.4.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
SimCop/json (API)
NEWS

# Install 'SimCop' in R:
install.packages('SimCop', repos = c('https://berwinturlach.r-universe.dev', 'https://cloud.r-project.org'))
Datasets:
  • MaxTemp - Extreme temperatures at two West Australian meteorological stations

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.00 score 1 stars 9 scripts 214 downloads 13 exports 29 dependencies

Last updated from:b7f2d6cfa2. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK167
source / vignettesOK182
linux-release-x86_64OK173
macos-release-arm64OK120
macos-oldrel-arm64OK192
windows-develOK97
windows-releaseOK88
windows-oldrelOK85
wasm-releaseOK135

Exports:GenerateRVGetApproxNewBEVAsyLogisticCopulaNewBEVAsyMixedModelCopulaNewBEVLogisticCopulaNewBEVMixedModelCopulaNewBEVSplineCopulaNewMEVAsyLogisticCopulaNewMEVGumbelCopulaNewMVClaytonCopulaNewMVFrankCopulaNonparEstDepFctSplineFitDepFct

Dependencies:base64encbslibcachemclidigestevaluatefastmapfontawesomefshighrhtmltoolshtmlwidgetsjquerylibjsonliteknitrlifecyclemagrittrmemoisemimequadprogR6rappdirsrglrlangrmarkdownsasstinytexxfunyaml