evCopula {copula} | R Documentation |
Constructs an extreme value copula class object with its corresponding parameter.
evCopula(family, param, dim = 2, ...) galambosCopula(param) huslerReissCopula(param)
family |
a character string specifying the family of an extreme value copula. Implemented families are "galambos" and "gumbel". |
param |
a numeric vector specifying the parameter values. |
dim |
the dimension of the copula. |
... |
currently nothing. |
An object of class "galambosCopula"
,
"gumbelCopula"
, or "huslerReissCopula"
.
The Gumbel copula is both an Archimedean and an extreme value copula.
gumbel.cop <- evCopula("gumbel", param=2) contour(gumbel.cop, dcopula) galambos.cop <- galambosCopula(2) contour(galambos.cop, dcopula)