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-any)SimCop_0.7.4.zip(r-4.6-any)SimCop_0.7.4.zip(r-4.5-any)
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✨
DESCRIPTION |NEWS
card.svg |card.png
SimCop/json (API)

# 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 177 downloads 13 exports 29 dependencies

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

TargetResultTimeFilesSyslog
linux-devel-x86_64OK164
source / vignettesOK196
linux-release-x86_64OK167
macos-release-arm64OK215
macos-oldrel-arm64OK224
windows-develOK83
windows-releaseOK83
windows-oldrelOK97
wasm-releaseOK143

Exports:GenerateRVGetApproxNewBEVAsyLogisticCopulaNewBEVAsyMixedModelCopulaNewBEVLogisticCopulaNewBEVMixedModelCopulaNewBEVSplineCopulaNewMEVAsyLogisticCopulaNewMEVGumbelCopulaNewMVClaytonCopulaNewMVFrankCopulaNonparEstDepFctSplineFitDepFct

Dependencies:base64encbslibcachemclidigestevaluatefastmapfontawesomefshighrhtmltoolshtmlwidgetsjquerylibjsonliteknitrlifecyclemagrittrmemoisemimequadprogR6rappdirsrglrlangrmarkdownsasstinytexxfunyaml