Simulate from Arbitrary Copulae
Overview
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.
- Added a
NEWS.mdfile to track changes to the package. - Added functionality to plot (bivariate) copula (histogram) approximations using rgl (new default).
- Added functionality to plot (bivariate) copula and its density via rgl.
From NEWS.md in the release
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK12 OK2026-04-25
- ERROR13 OK, 1 ERROR2026-03-10
Documentation
Downloads
Dependencies
Code & Tests
Datasets
People & History
- RR 4.6.0 released · 2026-04-24
- 0.7.4Latest
- 0.7.32025-04-13 · diff ↗
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- RR 3.6.0 released · 2019-04-26
- RR 3.5.0 released · 2018-04-23
- 0.7.02017-12-20
- RR 3.4.0 released · 2017-04-21
Package metadata
- First published
- 2017-12-20
- Total releases
- 3 / 9 yrs
- License
- GPL (>= 2) OSI
- Download size
- 240 KB
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