evCopula-class {copula}R Documentation

Class "evCopula"

Description

Extreme value copula

Objects from the Class

Objects can be created by calls of the form new("evCopula", ...) or by function 'evCopula'.

Slots

dimension:
Object of class "numeric" ~~
parameters:
Object of class "numeric" ~~
param.names:
Object of class "character" ~~
param.lowbnd:
Object of class "numeric" ~~
param.upbnd:
Object of class "numeric" ~~
message:
Object of class "character" ~~

Methods

dcopula
signature(copula = "galambosCopula"): ...
pcopula
signature(copula = "galambosCopula"): ...
rcopula
signature(copula = "galambosCopula"): ...
dcopula
signature(copula = "huslerReissCopula"): ...
pcopula
signature(copula = "huslerReissCopula"): ...
rcopula
signature(copula = "huslerReissCopula"): ...

Extends

Class "evCopula" extends class "copula" directly. Class "galambosCopula" and "huslerReissCopula" extends class "evCopula" directly.

Note

The expressions of pdf are obtained by differentiating the cdf expression using function 'deriv'.

"gumbelCopula" is also of class "archmCopula".

Author(s)

Jun Yan <jyan@stat.uconn.edu>

See Also

evCopula, copula-class.


[Package copula version 0.6-6 Index]