mvdc-class {copula}

Class "mvdc": Multivariate Distributions from Copulas

Description

"mvdc" is a class representing multivariate distributions constructed via copula and margins, using Sklar's theorem.

Objects from the Class

Objects are typically created by mvdc(), or can be created by calls of the form new("mvdc", ...).

Slots

copula:

Object of class "copula", specifying the copula.

margins:

Object of class "character", specifying the marginal distributions.

paramMargins:

Object of class "list", whose each component is a list of named components, giving the parameter values of the marginal distributions. See mvdc.

marginsIdentical:

Object of class "logical", that, if TRUE, restricts the marginal distributions to be identical, default is FALSE.

Methods

contour

signature(x = "mvdc"): ...

dim

signature(x = "mvdc"): the dimension of the distribution; this is the same as dim(x@copula).

persp

signature(x = "mvdc"): ...

show

signature(object = "mvdc"): quite compactly display the content of the "mvdc" object.

See Also

mvdc, also for examples; for fitting, fitMvdc.