mvdc-class

A class of multivariate distribution via copula.

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

mvdc-class function

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

mvdc-class: Class "mvdc"

Description

Arguments

Objects from the Class

See Also