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
the type of the dispersion matrix such as 'ex', 'ar1', 'toep', or 'un'.dimension
:"numeric"
~~ parameters
:"numeric"
~~ param.names
:"character"
~~ param.lowbnd
:"numeric"
~~ param.upbnd
:"numeric"
~~ message
:"character"
~~
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")
: ... Jun Yan <jyan@stat.uconn.edu>