SimCop {SimCop} | R Documentation |
SimCop: A package to simulate random variates from an arbitrary multivariate copula
Description
R code to support Tajvidi and Turlach (2017). The main functions implemented for the SimCop package are:
New*Copula
, various functions that create objects ofclass
‘SimCop’. These functions return a copula function with various helpful information stored in the environment of the function.Details of the implementation are subject to change and should not be relied on.
Only a
print
method is implemented for this class so far.GetApprox
, a function that calculates approximations to a copula and returns an object ofclass
‘CopApprox’.For bivariate copulae a method for
plot
is implemented for this class.GenerateRV
, a generic function that generates random variates from an object, together with a method for objects of class ‘CopApprox’.
Author(s)
Maintainer: Berwin A. Turlach Berwin.Turlach@gmail.com (ORCID)
Other contributors:
Nader Tajvidi Nader.Tajvidi@matstat.lu.se (ORCID) [contributor]
References
Tajvidi, N. and Turlach, B.A. (2017). 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.