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 274 downloads 13 exports 29 dependencies

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

TargetResultTimeFilesSyslog
linux-develOK166
source / vignettesOK209
linux-releaseOK160
macos-releaseOK149
macos-oldrelOK170
windows-develOK79
windows-releaseOK81
windows-oldrelOK82
wasm-releaseOK138

Exports:GenerateRVGetApproxNewBEVAsyLogisticCopulaNewBEVAsyMixedModelCopulaNewBEVLogisticCopulaNewBEVMixedModelCopulaNewBEVSplineCopulaNewMEVAsyLogisticCopulaNewMEVGumbelCopulaNewMVClaytonCopulaNewMVFrankCopulaNonparEstDepFctSplineFitDepFct

Dependencies:base64encbslibcachemclidigestevaluatefastmapfontawesomefshighrhtmltoolshtmlwidgetsjquerylibjsonliteknitrlifecyclemagrittrmemoisemimequadprogR6rappdirsrglrlangrmarkdownsasstinytexxfunyaml