archmCopula {copula}R Documentation

Construction of Archimedean Copula Class Object

Description

Constructs an Archimedean copula class object with its corresponding parameter and dimension.

Usage

archmCopula(family, param, dim = 2, ...)
claytonCopula(param, dim = 2)
frankCopula(param, dim = 2)
gumbelCopula(param, dim = 2)

Arguments

family a character string specifying the family of an elliptical copula. Implemented families are "clayton", "frank", and "gumbel".
param a numeric vector specifying the parameter values.
dim the dimension of the copula.
... currently nothing.

Value

An elliptical copula object of class "claytonCopula", "frankCopula", or "gumbelCopula".

Note

"archmCopula" is a wrapper for "claytonCopula", "frankCopula", and "gumbelCopula".

Author(s)

Jun Yan <jyan@stat.uiowa.edu>

See Also

ellipCopula

Examples

clayton.cop <- claytonCopula(2, dim = 3)
##scatterplot3d(rcopula(clayton.cop, 1000))
frank.cop <- frankCopula(3)
persp(frank.cop, dcopula)
gumbel.cop <- archmCopula("gumbel", 5)
contour(gumbel.cop, dcopula)

[Package copula version 0.3-7 Index]