copula-class {copula} | R Documentation |
A class representing multivariate distributions with uniform margins.
Objects can be created by calls of the form new("copula", ...)
.
dimension
:"numeric"
, dimension
of the copula. parameters
:"numeric"
,
parameter values. param.names
:"character"
,
parameter names. param.lowbnd
:"numeric"
,
parameter lower bounds. param.upbnd
:"numeric"
,
parameter upper bounds. message
:"character"
, family names
of the copula. This implementation is still at the experimental stage and is subject to change during the development.
The "copula"
class is extended by the "evCopula"
,
"archmCopula"
, and "ellipCopula"
classes. Instances of
implemented copulas can be created from functions "evCopula"
,
"archmCopula"
and "ellipcopula"
.
"plackettCopula"
and "fgmCopula"
are special types of
copulas which do not belong to either one of the three classes above.
archmCopula-class
,
ellipCopula-class
,
evCopula-class
,
fgmCopula-class
.