copula (version 0.999-14)

copula-class: Mother Classes "Copula" and "copula" of All Copulas in the Package

Description

A copula is a multivariate distribution with uniform margins. The virtual class "Copula" is the mother of all copula classes in the package copula which encompasses classes of the former packages nacopula and copula.

The virtual class "copula" is the mother of all copula classes from former package copula.

Objects from the Class

Objects are typically created by are by tCopula(), evCopula(), etc. Note that the virtual class "Copula", is simply the union (see setClassUnion) of the two classes "copula" and "nacopula".

Slots

Class "copula" (and all its subclasses) have slots

dimension:

an "integer" (of length 1), the copula dimension $d$.

parameters:

"numeric" vector of parameter values, can be NA (i.e., NA_real_).

param.names:

"character" vector of parameter names (and hence of the same length as parameters).

param.lowbnd:

lower bounds for the parameters, of class "numeric".

param.upbnd:

upper bounds for the parameters, of class "numeric".

fullname:

Object of class "character", family names of the copula.

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(2^11, hc))
tailIndex   (hc)
tau (hc)
rho(hc)
str(hc)