vineCopula-class {VC2copula} | R Documentation |
Class "vineCopula"
Description
A class representing vine copulas in a object oriented implementations. Many
functions go back to the package VineCopula-package
Objects from the Class
Objects can be created by calls of the form
new("vineCopula", ...)
or through the function
vineCopula
.
Author(s)
Benedikt Graeler
References
Aas, K., C. Czado, A. Frigessi, and H. Bakken (2009). Pair-copula constructions of multiple dependence Insurance: Mathematics and Economics 44 (2), 182-198.
See Also
RVineMatrix
from package
VineCopula-package
Examples
showClass("vineCopula")
[Package VC2copula version 0.1.5 Index]