evCopula-class {copula} | R Documentation |
Class representing extreme value copulas.
Objects can be created by calls of the form new("evCopula",
...)
or by function "evCopula"
.
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 = "galambosCopula")
: ... signature(copula = "galambosCopula")
: ... signature(copula = "galambosCopula")
: ... signature(copula = "huslerReissCopula")
: ... signature(copula = "huslerReissCopula")
: ... signature(copula = "huslerReissCopula")
: ...
Class "evCopula"
extends class "copula"
directly. Both
class "galambosCopula"
and class "huslerReissCopula"
extend class "evCopula"
directly.
The expressions of pdf are obtained by differentiating the cdf
expression using function "deriv"
.
"gumbelCopula"
is also of class "archmCopula"
.