copula (version 0.99-4)

copula-class: Class "copula"

Description

A class representing multivariate distributions with uniform margins.

Objects from the Class

Objects could be created by calls of the form new("copula", ...), but typically are by tCopula(), evCopula(), etc.

Note that there's also a virtual class "Copula", the union (see setClassUnion) of "copula" and class "nacopula".

Warning

This implementation is still at the experimental stage and is subject to change during the development.

See Also

Help for the (sub)classes archmCopula, ellipCopula, evCopula, and fgmCopula.

The Archimedean and nested Archimedean classes (from former package nacopula), with a more extensive list of slots (partly instead of methods), acopula, and nacopula.

Examples

hc <- evCopula("husler", 1.25)
dim(hc)
smoothScatter(u <- rcopula(hc, 2^11))
tailIndex   (hc)
kendallsTau (hc)
spearmansRho(hc)
str(hc)