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
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 229 downloads 13 exports 29 dependencies

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

TargetResultTimeFilesSyslog
linux-devel-x86_64OK173
source / vignettesOK199
linux-release-x86_64OK160
macos-release-arm64OK165
macos-oldrel-arm64OK201
windows-develOK121
windows-releaseOK95
windows-oldrelOK106
wasm-releaseOK155

Exports:GenerateRVGetApproxNewBEVAsyLogisticCopulaNewBEVAsyMixedModelCopulaNewBEVLogisticCopulaNewBEVMixedModelCopulaNewBEVSplineCopulaNewMEVAsyLogisticCopulaNewMEVGumbelCopulaNewMVClaytonCopulaNewMVFrankCopulaNonparEstDepFctSplineFitDepFct

Dependencies:base64encbslibcachemclidigestevaluatefastmapfontawesomefshighrhtmltoolshtmlwidgetsjquerylibjsonliteknitrlifecyclemagrittrmemoisemimequadprogR6rappdirsrglrlangrmarkdownsasstinytexxfunyaml