copula-class {copula} | R Documentation |
A class of multivariate distribution with uniform margins.
Objects can be created by calls of the form new("copula", ...)
.
dimension
:"numeric"
, dimension
of the copula. parameters
:"numeric"
,
parameter values. param.names
:"character"
,
parameter names. param.lowbnd
:"numeric"
,
parameter lower bounds. param.upbnd
:"numeric"
,
parameter upper bounds. message
:"character"
, families
of the copula. This implementation is still at the experimental stage and is subject to change during the development.
The 'copula' class is extended by the 'archmCopula' and 'ellipCopula' classes. Objects of implemented copulas can be created from functions 'archmCopula' and 'ellipcopula'.
Jun Yan <jyan@stat.uiowa.edu>
archmCopula-class
,
ellipCopula-class