Simulate from Arbitrary Copulae

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Documentation for package ‘SimCop’ version 0.7.0

• DESCRIPTION file.
• User guides, package vignettes and other documentation.

Help Pages

SimCop-package	SimCop: A package to simulate random variates from an arbitrary multivariate copula
GenerateRV	GenerateRV generic
GenerateRV.CopApprox	Generates random variates from a copula approximation
GetApprox	Approximate a copula by a histogram density
MaxTemp	Extreme temperatures at two West Australian meteorological stations
NewBEVAsyLogisticCopula	Creates a bivariate asymmetric logistic model extreme value copula
NewBEVAsyMixedModelCopula	Creates a bivariate asymmetric mixed model extreme value copula
NewBEVLogisticCopula	Creates a bivariate logistic model extreme value copula
NewBEVMixedModelCopula	Creates a bivariate mixed model extreme value copula
NewBEVSplineCopula	Creates a flexible extreme value copula
NewMEVAsyLogisticCopula	Creates a multivariate asymmetric logistic copula
NewMEVGumbelCopula	Creates a Gumpel copula
NewMVClaytonCopula	Creates a Clayton copula
NewMVFrankCopula	Creates a Frank copula
NonparEstDepFct	Nonparametric estimator of bivariate dependence function
plot.CopApprox	Plot the histogram density approximation to a copula
print.SimCop	Print basic information on a copula
SimCop	SimCop: A package to simulate random variates from an arbitrary multivariate copula
SplineFitDepFct	Fit a dependence function by spline smoothing