archmCopula-class

claytonCopula-class

frankCopula-class

gumbelCopula-class

amhCopula-class

classes

Classes (S4) of commonly used copulas including elliptical, Archimidean, extreme value and Farlie-Gumbel-Morgenstern families. Methods for density, distribution, random number generators, bivariate association measures, persp, and contour. Functions for fitting copula models. Multivariate independence test based on the empirical copula process.

Jun Yan

copula

Multivariate Dependence with Copula

archmCopula-class function

Objects can be created by calls of the form <code>new("archmCopula",
    ...)</code> or by function 'archmCopula'.

Objects from the Class

Class <code>"archmCopula"</code> extends class <code>"copula"</code> directly.
  Class <code>"claytonCopula"</code>, <code>"frankCopula"</code>,
  <code>"gumbelCopula"</code> and <code>"amhCopula"</code> extends class
  <code>"archmCopula"</code> directly.

Extends

Class "archmCopula"

archmCopula-class: Class "archmCopula"

Description

Arguments

Objects from the Class

Extends

See Also