BIRS Workshop Lecture Videos

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BIRS Workshop Lecture Videos

A Brief Presentation of the R Copula Package Kojadinovic, Ivan


The copula package ( is a package for the R statistical system. It contains routines for dealing with frequently encountered copula families, mostly of the elliptical, Archimedean and extreme value type. Methods for density and c.d.f. evaluation, random number generation, perspective and contour plots are available. In addition to fitting routines, the package can be used to carry out various types of tests such as independence, exchangeability and goodness-of-fit tests. The package is distributed under the free copyleft GPL3 license in the hope that it will be useful, but *without any warranty*. It is co-developed with Marius Hofert, Martin Maechler, and Jun Yan.

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