r-simcop
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.
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0.7.0
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About
Summary
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.
Last Updated
Oct 15, 2019 at 17:10
License
GPL-2
Total Downloads
1
Version Downloads
1
Supported Platforms
noarch