copula-class {copula}R Documentation

Class "copula"

Description

A class representing multivariate distributions with uniform margins.

Objects from the Class

Objects can be created by calls of the form new("copula", ...).

Slots

dimension:
Object of class "numeric", 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 bounds.
param.upbnd:
Object of class "numeric", parameter upper bounds.
message:
Object of class "character", family names of the copula.

Warning

This implementation is still at the experimental stage and is subject to change during the development.

Note

The "copula" class is extended by the "evCopula", "archmCopula", and "ellipCopula" classes. Instances of implemented copulas can be created from functions "evCopula", "archmCopula" and "ellipcopula".

"plackettCopula" and "fgmCopula" are special types of copulas which do not belong to either one of the three classes above.

See Also

archmCopula-class, ellipCopula-class, evCopula-class, fgmCopula-class.


[Package copula version 0.8-3 Index]