evCopula-class {copula} | R Documentation |
Classes Representing Extreme-Value Copulas
Description
Class evCopula
is the virtual (mother) class of all
extreme-value copulas. There currently are five subclasses,
"galambosCopula"
, "huslerReissCopula"
,
"tawnCopula"
, "tevCopula"
, and "gumbelCopula"
,
the latter of which is also an Archimedean copula, see the page for
class "archmCopula"
.
Objects from the Class
evCopula
is a virtual class: No objects may be created from it.
Objects of class "galambosCopula"
etc, can be created by calls
of the form new("galambosCopula", ...)
, but typically rather by
galambosCopula()
, etc, see there.
Slots
All slots are inherited from the mother class
"copula"
, see there.
Methods
- dCopula
signature(copula = "galambosCopula")
: ...- pCopula
signature(copula = "galambosCopula")
: ...- rCopula
signature(copula = "galambosCopula")
: ...- dCopula
signature(copula = "huslerReissCopula")
: ...- pCopula
signature(copula = "huslerReissCopula")
: ...- rCopula
signature(copula = "huslerReissCopula")
: ...
Extends
Class "evCopula"
extends class "copula"
directly. Classes "galambosCopula"
, "huslerReissCopula"
,
"tawnCopula"
, and "tevCopula"
extend class
"evCopula"
directly.
Note
Objects of class "gumbelCopula"
are also of class
"archmCopula"
.
See Also
evCopula
,
evTestC
,
evTestK
,
gofEVCopula
,
copula-class
.