ellipCopula-class {copula} | R Documentation |
Copulas generated from elliptical multivariate distributions.
Objects can be created by calls of the form new("ellipCopula",
...)
, or by function "ellipCopula"
.
dispstr
:"character"
, indicating
how the dispersion matrix is parameterized; can 'ex', 'ar1', 'toep', or 'un'.dimension
:"numeric"
, dimension
of the copula. parameters
:"numeric"
,
parameter value.param.names
:"character"
,
parameter names. param.lowbnd
:"numeric"
,
parameter lower bound. param.upbnd
:"numeric"
,
parameter upper bound. message
:"character"
, family names
of the copula.
Class "ellipCopula"
extends class "copula"
directly.
Class "normalCopula"
and "tCopula"
extends class
"ellipCopula"
directly.
signature(copula = "normalCopula")
: ... signature(copula = "normalCopula")
: ... signature(copula = "normalCopula")
: ... signature(copula = "tCopula")
: ... signature(copula = "tCopula")
: ... signature(copula = "tCopula")
: ...