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/},
}