Nader Tajvidi and Berwin A Turlach (2026). SimCop: Simulate from Arbitrary Copulae. R package version 0.7.4.

Tajvidi, N. and Turlach, B.A. (2018). A general approach to generate random variates for multivariate copulae, Australian & New Zealand Journal of Statistics 60(1): 140-155. Doi:10.1111/anzs.12209.

Corresponding BibTeX entries:

  @Manual{,
    title = {SimCop: Simulate from Arbitrary Copulae},
    author = {N. Tajvidi and B. A. Turlach},
    year = {2026},
    note = {R package version 0.7.4},
  }

  @Article{,
    author = {N. Tajvidi and B. A. Turlach},
    title = {A general approach to generate random variates for
      multivariate copulae},
    journal = {Australian & New Zealand Journal of Statistics},
    year = {2018},
    volume = {60},
    number = {1},
    pages = {140--155},
    doi = {10.1111/anzs.12209},
  }