To cite the R package copula in publications use:
Hofert M, Kojadinovic I, Maechler M, Yan J (2025).copula: Multivariate Dependence with Copulas.R package version 1.1-6,https://CRAN.R-project.org/package=copula.
Jun Yan (2007).“Enjoy the Joy of Copulas: With a Package copula.”Journal of Statistical Software,21(4), 1–21.https://www.jstatsoft.org/v21/i04/.
Ivan Kojadinovic, Jun Yan (2010).“Modeling Multivariate Distributions with Continuous Margins Using the copula R Package.”Journal of Statistical Software,34(9), 1–20.https://www.jstatsoft.org/v34/i09/.
Marius Hofert, Martin Mächler (2011).“Nested Archimedean Copulas Meet R: The nacopula Package.”Journal of Statistical Software,39(9), 1–20.https://www.jstatsoft.org/v39/i09/.
Corresponding BibTeX entries:
@Manual{, title = {copula: Multivariate Dependence with Copulas}, author = {Marius Hofert and Ivan Kojadinovic and Martin Maechler and Jun Yan}, year = {2025}, note = {R package version 1.1-6}, url = {https://CRAN.R-project.org/package=copula}, } @Article{, title = {Enjoy the Joy of Copulas: With a Package {copula}}, author = {{Jun Yan}}, journal = {Journal of Statistical Software}, year = {2007}, volume = {21}, number = {4}, pages = {1--21}, url = {https://www.jstatsoft.org/v21/i04/}, } @Article{, title = {Modeling Multivariate Distributions with Continuous Margins Using the {copula} {R} Package}, author = {{Ivan Kojadinovic} and {Jun Yan}}, journal = {Journal of Statistical Software}, year = {2010}, volume = {34}, number = {9}, pages = {1--20}, url = {https://www.jstatsoft.org/v34/i09/}, } @Article{, title = {Nested Archimedean Copulas Meet {R}: The {nacopula} Package}, author = {{Marius Hofert} and {Martin M\"achler}}, journal = {Journal of Statistical Software}, year = {2011}, volume = {39}, number = {9}, pages = {1--20}, url = {https://www.jstatsoft.org/v39/i09/}, }