Package: SimCop 0.7.0

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.

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

SimCop_0.7.0.tar.gz
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SimCop.pdf |SimCop.html✨
SimCop/json (API)

# Install 'SimCop' in R:
install.packages('SimCop', repos = c('https://berwinturlach.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Datasets:
  • MaxTemp - Extreme temperatures at two West Australian meteorological stations

On CRAN:

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

13 exports 1 stars 0.09 score 1 dependencies 9 scripts 129 downloads

Last updated 7 years agofrom:aec6cc9e13. Checks:OK: 5 NOTE: 2. Indexed: yes.

TargetResultDate
Doc / VignettesOKSep 03 2024
R-4.5-winNOTESep 03 2024
R-4.5-linuxNOTESep 03 2024
R-4.4-winOKSep 03 2024
R-4.4-macOKSep 03 2024
R-4.3-winOKSep 03 2024
R-4.3-macOKSep 03 2024

Exports:GenerateRVGetApproxNewBEVAsyLogisticCopulaNewBEVAsyMixedModelCopulaNewBEVLogisticCopulaNewBEVMixedModelCopulaNewBEVSplineCopulaNewMEVAsyLogisticCopulaNewMEVGumbelCopulaNewMVClaytonCopulaNewMVFrankCopulaNonparEstDepFctSplineFitDepFct

Dependencies:quadprog