SimCop {SimCop} | R Documentation |
R code to support Tajvidi and Turlach (2017). The main functions implemented for the SimCop package are:
New*Copula
, various functions that create objects of class
‘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 of class
‘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’.
Tajvidi, N. and Turlach, B.A. (2017). A general approach to generate random variates for multivariate copulae, Australian & New Zealand Journal of Statistics. Doi:10.1111/anzs.12209.