fitCopula-class {copula} | R Documentation |
Classes and summaries related to copula model fitting.
Objects can be created by calls to fitCopula
, fitMvdc
or to their summary
method.
estimate
:numeric
, parameter estimate. var.est
:numeric
, variance matrix estimate of
the parameter estimator. See note below. method
:character
, method of estimation. loglik
:numeric
, loglikelihood evaluated at
the maximizer. convergence
:numeric
, convergence code from
"optim"
. nsample
:numeric
, integer representing the sample size. copula
:"copula"
. mvdc
:"mvdc"
. C. Genest, K. Ghoudi and L.-P. Rivest (1995). A semiparametric estimation procedure of dependence parameters in multivariate families of distributions. Biometrika, 82, 543-552.