archmCopula-class {copula}R Documentation

Class "archmCopula"

Description

Archimedean copula class.

Objects from the 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.

Slots

exprdist:
Object of class "expression": expressions of the cdf and pdf of the copula. These expressions are used in function 'pcopula' and 'dcopula'.
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.

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"): ...
dcopula
signature(copula = "amhCopula"): ...
pcopula
signature(copula = "amhCopula"): ...
rcopula
signature(copula = "amhCopula"): ...

Extends

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

Note

"gumbelCopula" is also of class "evCopula".

See Also

archmCopula, copula-class.


[Package copula version 0.8-3 Index]