evCopula-class {copula}R Documentation

Class "evCopula"

Description

Class representing extreme value copulas.

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", the dimension of the copula.
parameters:
Object of class "numeric", parameter values.
param.names:
Object of class "character", parameter names.
param.lowbnd:
Object of class "numeric", parameter lower bound.
param.upbnd:
Object of class "numeric", parameter upper bound.
message:
Object of class "character", family names of the copula.

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. Both class "galambosCopula" and class "huslerReissCopula" extend class "evCopula" directly.

Note

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

"gumbelCopula" is also of class "archmCopula".

See Also

evCopula, copula-class.


[Package copula version 0.8-3 Index]