archmCopula-class {copula} | R Documentation |
Archimedean copula
Objects can be created by calls of the form new("archmCopula",
...)
or by function 'archmCopula'.
exprdist
:"expression"
,
expressions for the cdf and pdf of the copula. These expressions
are used in function 'pcopula' and 'dcopula'. dimension
:"numeric"
~~ parameters
:"numeric"
~~ param.names
:"character"
~~ param.lowbnd
:"numeric"
~~ param.upbnd
:"numeric"
~~ message
:"character"
~~ signature(copula = "claytonCopula")
: ... signature(copula = "claytonCopula")
: ... signature(copula = "claytonCopula")
: ... signature(copula = "frankCopula")
: ... signature(copula = "frankCopula")
: ... signature(copula = "frankCopula")
: ... signature(copula = "gumbelCopula")
: ... signature(copula = "gumbelCopula")
: ... signature(copula = "gumbelCopula")
: ... signature(copula = "amhCopula")
: ... signature(copula = "amhCopula")
: ... signature(copula = "amhCopula")
: ...
Class "archmCopula"
extends class "copula"
directly.
Class "claytonCopula"
, "frankCopula"
,
"gumbelCopula"
and "amhCopula"
extends class
"archmCopula"
directly.
The expressions of pdf are obtained by differentiating the cdf expression using function 'D'.
"gumbelCopula"
is also of class "evCopula"
.
Jun Yan <jyan@stat.uconn.edu>