| archmCopula-class {copula} | R Documentation |
Class "archmCopula"
Description
Archimedean copula class.
Objects from the Class
Created by calls of the form new("archmCopula", ...) or rather
typically by archmCopula(). Implemented
families are Clayton, Gumbel, Frank, Joe, and Ali-Mikhail-Haq.
Slots
exprdist:Object of class
"expression": expressions of the cdf and pdf of the copula. These expressions are used in functionpCopulaanddCopula.dimension, parameters, etc:all inherited from the super class
copula.
Methods
- dCopula
signature(copula = "claytonCopula"): ...- pCopula
signature(copula = "claytonCopula"): ...- rCopula
signature(copula = "claytonCopula"): ...- dCopula
signature(copula = "frankCopula"): ...- pCopula
signature(copula = "frankCopula"): ...- rCopula
signature(copula = "frankCopula"): ...- dCopula
signature(copula = "gumbelCopula"): ...- pCopula
signature(copula = "gumbelCopula"): ...- rCopula
signature(copula = "gumbelCopula"): ...- dCopula
signature(copula = "amhCopula"): ...- pCopula
signature(copula = "amhCopula"): ...- rCopula
signature(copula = "amhCopula"): ...- dCopula
signature(copula = "joeCopula"): ...- pCopula
signature(copula = "joeCopula"): ...- rCopula
signature(copula = "joeCopula"): ...
Extends
Class "archmCopula" extends class "copula"
directly. Class "claytonCopula", "frankCopula",
"gumbelCopula", "amhCopula" and "joeCopula"
extends class "archmCopula" directly.
Note
"gumbelCopula" is also of class "evCopula".
See Also
archmCopula, for constructing such copula objects;
copula-class.