ellipCopula-class {copula}R Documentation

Class "ellipCopula"

Description

Copulas generated from elliptical multivariate distributions.

Objects from the Class

Objects can be created by calls of the form new("ellipCopula", ...), or by function 'ellipCopula'.

Slots

dispstr:
Object of class "character", indicating the type of the dispersion matrix such as 'ex', 'ar1', 'toep', or 'un'.
dimension:
Object of class "numeric" ~~
parameters:
Object of class "numeric" ~~
param.names:
Object of class "character" ~~
param.lowbnd:
Object of class "numeric" ~~
param.upbnd:
Object of class "numeric" ~~
message:
Object of class "character" ~~

Extends

Class "ellipCopula" extends class "copula" directly. Class "normalCopula" and "tCopula" extends class "ellipCopula" directly.

Methods

dcopula
signature(copula = "normalCopula"): ...
pcopula
signature(copula = "normalCopula"): ...
rcopula
signature(copula = "normalCopula"): ...
dcopula
signature(copula = "tCopula"): ...
pcopula
signature(copula = "tCopula"): ...
rcopula
signature(copula = "tCopula"): ...

Author(s)

Jun Yan <jyan@stat.uiowa.edu>

See Also

ellipCopula, copula-class.


[Package copula version 0.3-8 Index]