Description
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. Detailed discussion of the methodologies used can be found in Tajvidi and Turlach (2018) <doi:10.1111/anzs.12209>.
Downloads
279
Last 30 days
11301st
279
Last 90 days
279
Last year
CRAN Check Status
1
ERROR
13
OK
Show all 14 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | OK |
| r-devel-linux-x86_64-debian-gcc | OK |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-macos-arm64 | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | OK |
| r-oldrel-macos-x86_64 | OK |
| r-oldrel-windows-x86_64 | ERROR |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check details (14 non-OK)
OK
r-devel-linux-x86_64-debian-clang
*
OK
r-devel-linux-x86_64-debian-gcc
*
OK
r-devel-linux-x86_64-fedora-clang
*
OK
r-devel-linux-x86_64-fedora-gcc
*
OK
r-devel-macos-arm64
*
OK
r-devel-windows-x86_64
*
OK
r-oldrel-macos-arm64
*
OK
r-oldrel-macos-x86_64
*
ERROR
r-oldrel-windows-x86_64
examples
Running examples in 'SimCop-Ex.R' failed
The error most likely occurred in:
> ### Name: GetApprox
> ### Title: Approximate a copula by a histogram density
> ### Aliases: GetApprox
>
> ### ** Examples
>
> Cop <- NewMEVGumbelCopula(3)
> CopApprox <- GetApprox(Cop, dim=2)
> plot(CopApprox)
Error in rgl::rgl.quads(x1, y1, z1, col = rep(sidecol, each = 4), alpha = alpha) :
'rgl.quads' is defunct.
Use 'quads3d' instead.
See help("Defunct")
Calls: plot ... plot.CopApprox -> SimCop_binplot_3d -> <Anonymous> -> .Defunct
Execution halted
OK
r-patched-linux-x86_64
*
OK
r-release-linux-x86_64
*
OK
r-release-macos-arm64
*
OK
r-release-macos-x86_64
*
OK
r-release-windows-x86_64
*
Check History
ERROR 13 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Mar 9, 2026
ERROR
r-oldrel-windows-x86_64
examples
Running examples in 'SimCop-Ex.R' failed
The error most likely occurred in:
> ### Name: GetApprox
> ### Title: Approximate a copula by a histogram density
> ### Aliases: GetApprox
>
> ### ** Examples
>
> Cop <- NewMEVGumbelCopula(3)
> CopApprox <- GetApprox(Cop, dim=2)
> plot(CopApprox)
Error in rgl::rgl.quads(x1, y1, z1, col = rep(sidecol, each = 4), alpha = alpha) :
'rgl.quads' is defunct.
Use 'quads3d' instead.
See help("Defunct")
Calls: plot ... plot.CopApprox -> SimCop_binplot_3d -> <
Dependency Network
Version History
new
0.7.4
Mar 9, 2026