archmCopula-class {copula} | R Documentation |
Archimedean copula class.
Objects can be created by calls of the form new("archmCopula",
...)
or by function "archmCopula"
. Implemented families are
Clayton, Gumbel, Frank, and Ali-Mikhail-Haq.
exprdist
:"expression"
:
expressions of the cdf and pdf of the copula. These expressions
are used in function 'pcopula' and 'dcopula'. dimension
:"numeric"
, dimension
of the copula. parameters
:"numeric"
,
parameter values. param.names
:"character"
,
parameter names. param.lowbnd
:"numeric"
,
parameter lower bounds. param.upbnd
:"numeric"
,
parameter upper bounds. message
:"character"
, family names
of the copula. signature(copula = "claytonCopula")
: ... signature(copula = "claytonCopula")
: ... signature(copula = "claytonCopula")
: ... signature(copula = "frankCopula")
: ... signature(copula = "frankCopula")
: ... signature(copula = "frankCopula")
: ... signature(copula = "gumbelCopula")
: ... signature(copula = "gumbelCopula")
: ... signature(copula = "gumbelCopula")
: ... signature(copula = "amhCopula")
: ... signature(copula = "amhCopula")
: ... signature(copula = "amhCopula")
: ...
Class "archmCopula"
extends class "copula"
directly.
Class "claytonCopula"
, "frankCopula"
,
"gumbelCopula"
and "amhCopula"
extends class
"archmCopula"
directly.
"gumbelCopula"
is also of class "evCopula"
.