copula (version 0.5-8)

archmCopula: Construction of Archimedean Copula Class Object

Description

Constructs an Archimedean copula class object with its corresponding parameter and dimension.

Usage

archmCopula(family, param, dim = 2, ...)
claytonCopula(param, dim = 2)
frankCopula(param, dim = 2)
gumbelCopula(param, dim = 2)
amhCopula(param, dim = 2)

Arguments

family

a character string specifying the family of an Archimedean copula. Implemented families are "clayton", "frank", and "gumbel".

param

a numeric vector specifying the parameter values.

dim

the dimension of the copula.

...

currently nothing.

Value

• An Archimedean copula object of class "claytonCopula", "frankCopula", "gumbelCopula", or "amhCopula".

See Also

ellipCopula

Examples

clayton.cop <- claytonCopula(2, dim = 3)
##scatterplot3d(rcopula(clayton.cop, 1000))
frank.cop <- frankCopula(3)
persp(frank.cop, dcopula)
gumbel.cop <- archmCopula("gumbel", 5)
contour(gumbel.cop, dcopula)