evCopula-class {copula} | R Documentation |
Extreme value copula
Objects can be created by calls of the form new("evCopula",
...)
or by function 'evCopula'.
dimension
:"numeric"
~~ parameters
:"numeric"
~~ param.names
:"character"
~~ param.lowbnd
:"numeric"
~~ param.upbnd
:"numeric"
~~ message
:"character"
~~ signature(copula = "galambosCopula")
: ... signature(copula = "galambosCopula")
: ... signature(copula = "galambosCopula")
: ... signature(copula = "huslerReissCopula")
: ... signature(copula = "huslerReissCopula")
: ... signature(copula = "huslerReissCopula")
: ...
Class "evCopula"
extends class "copula"
directly.
Class "galambosCopula"
and "huslerReissCopula"
extends class "evCopula"
directly.
The expressions of pdf are obtained by differentiating the cdf expression using function 'deriv'.
"gumbelCopula"
is also of class "archmCopula"
.
Jun Yan <jyan@stat.uconn.edu>