| 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.