evCopula {copula}R Documentation

Construction of extreme value copula class objects

Description

Constructs an extreme value copula class object with its corresponding parameter.

Usage

evCopula(family, param, dim = 2, ...)
galambosCopula(param)
huslerReissCopula(param)

Arguments

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.

Value

An object of class "galambosCopula", "gumbelCopula", or "huslerReissCopula".

Note

The Gumbel copula is both an Archimedean and an extreme value copula.

See Also

ellipCopula, archmCopula.

Examples

gumbel.cop <- evCopula("gumbel", param=2)
contour(gumbel.cop, dcopula)
galambos.cop <- galambosCopula(2)
contour(galambos.cop, dcopula)

[Package copula version 0.8-3 Index]