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 568 downloads 13 exports 29 dependencies

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

TargetResultTimeFilesSyslog
linux-develOK153
source / vignettesOK181
linux-releaseOK150
macos-releaseOK135
macos-oldrelOK160
windows-develOK84
windows-releaseOK90
windows-oldrelOK99
wasm-releaseOK133

Exports:GenerateRVGetApproxNewBEVAsyLogisticCopulaNewBEVAsyMixedModelCopulaNewBEVLogisticCopulaNewBEVMixedModelCopulaNewBEVSplineCopulaNewMEVAsyLogisticCopulaNewMEVGumbelCopulaNewMVClaytonCopulaNewMVFrankCopulaNonparEstDepFctSplineFitDepFct

Dependencies:base64encbslibcachemclidigestevaluatefastmapfontawesomefshighrhtmltoolshtmlwidgetsjquerylibjsonliteknitrlifecyclemagrittrmemoisemimequadprogR6rappdirsrglrlangrmarkdownsasstinytexxfunyaml