evCopula {copula}R Documentation

Construction of Extreme Value Copula Class Object

Description

Constructs an extreme value copula class object with its corresponding parameter.

Usage

evCopula(family, param, dim = 2, ...)
galambosCopula(param)
huslerReissCopula(param)

Arguments

family a character string specifying the family of an extreme value copula. Implemented families are "galambos" and "gumbel".
param a numeric vector specifying the parameter values.
dim the dimension of the copula.
... currently nothing.

Value

An extreme value copula object of class "galambosCopula" "gumbelCopula", or "huslerReissCopula".

Note

Gumbel copula is both Archimedean copula and extreme value copula.

Author(s)

Jun Yan <jyan@stat.uiowa.edu>

See Also

ellipCopula, archmCopula

Examples

gumbel.cop <- evCopula("gumbel", param=2)
contour(gumbel.cop, dcopula)
galambos.cop <- galambosCopula(2)
contour(galambos.cop, dcopula)

[Package copula version 0.5-3 Index]