surGumbelCopula-class {VC2copula}R Documentation

Survival and rotated Gumbel copula models

Description

A class representing rotated versions of the Gumbel copula family (survival, 90 and 270 degree rotated).

Objects from the Class

Objects can be created by calls of the form new("surGumbelCopula", ...), new("r90GumbelCopula", ...) and new("r270GumbelCopula", ...) or by the function surGumbelCopula(), r90GumbelCopula() and r270GumbelCopula() respectively.

See Also

VineCopula-package()

Examples


library(copula)

persp(surGumbelCopula(5), dCopula, zlim = c(0, 10))
persp(r90GumbelCopula(-5), dCopula, zlim = c(0, 10))
persp(r270GumbelCopula(-5), dCopula, zlim = c(0, 10))

[Package VC2copula version 0.1.5 Index]