fgmCopula-class {copula} | R Documentation |
Multivariate multiparameter Farlie-Gumbel-Morgenstern copula.
Objects can be created by calls of the form new("fgmCopula",
...)
.
exprdist
:"expression"
,
expressions for the cdf and pdf of the copula. These expressions
are used in function "pcopula"
and "dcopula"
. dimension
:"numeric"
, the
dimension of the copula. parameters
:"numeric"
,
parameter values. param.names
:"character"
,
parameter names. param.lowbnd
:"numeric"
,
parameter lower bound. param.upbnd
:"numeric"
,
parameter upper bound. message
:"character"
, family names
of the copula. signature(copula = "fgmCopula")
: ... signature(copula = "fgmCopula")
: ... signature(copula = "fgmCopula")
: ...
Class "fgmCopula"
extends class "copula"
directly.
The verification of the validity of the parameter values is of high complexity and may not work for high dimensional copulas.
The random number generation needs to be properly tested, especially for dimensions higher than 2.
R.B. Nelsen (2006), An introduction to Copulas, Springer, New York.
copula-class
, fgmCopula-class
.