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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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.
Information Last Updated
Apr 22, 2025 at 15:32
License
GPL-2
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1
Platforms
noarch Version: 0.7.0