archmCopula-class {copula}R Documentation

Class "archmCopula"

Description

Archemedean copula

Objects from the Class

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

Slots

exprdist:
Object of class "expression", expressions for the cdf and pdf of the copula. These expressions are used in function 'pcopula' and 'dcopula'.
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 = "claytonCopula"): ...
pcopula
signature(copula = "claytonCopula"): ...
rcopula
signature(copula = "claytonCopula"): ...
dcopula
signature(copula = "frankCopula"): ...
pcopula
signature(copula = "frankCopula"): ...
rcopula
signature(copula = "frankCopula"): ...
dcopula
signature(copula = "gumbelCopula"): ...
pcopula
signature(copula = "gumbelCopula"): ...
rcopula
signature(copula = "gumbelCopula"): ...

Extends

Class "archmCopula" extends class "copula" directly. Class "claytonCopula", "frankCopula", and "gumbelCopula" extends class "archmCopula" directly.

Note

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

Author(s)

Jun Yan <jyan@stat.uiowa.edu>

See Also

archmCopula, copula-class.


[Package copula version 0.2-3 Index]