To cite the R package copula in publications use:
Hofert M, Kojadinovic I, Maechler M, Yan J (2024). copula: Multivariate Dependence with Copulas. R package version 1.1-4, 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 = {2024}, note = {R package version 1.1-4}, 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/}, }