gamBiCop-class {gamCopula}

The gamBiCop Class

Description

gamBiCop is an S4 class to store a Generalized Additive Model for bivariate copula a parameter or Kendall's tau. Objects can be created by calls of the form new("gamBiCop", ...), or by function gamBiCop.

Slots

family

A copula family: 1 Gaussian, 2 Student t, 5 Frank, 301 Double Clayton type I (standard and rotated 90 degrees), 302 Double Clayton type II (standard and rotated 270 degrees), 303 Double Clayton type III (survival and rotated 90 degrees), 304 Double Clayton type IV (survival and rotated 270 degrees), 401 Double Gumbel type I (standard and rotated 90 degrees), 402 Double Gumbel type II (standard and rotated 270 degrees), 403 Double Gumbel type III (survival and rotated 90 degrees), 404 Double Gumbel type IV (survival and rotated 270 degrees).

model

A gamObject as return by the gam function from the mgcv package.

par2

Second parameter for the Studen t-copula.

tau

FALSE (default) for a calibration fonction specified for the Copula parameter or TRUE for a calibration function specified for Kendall's tau.

See Also

gamBiCopFit, gamBiCopPredict and gamBiCopSimulate.