mvdc-class

dim,mvdc-method

show,mvdc-method

Class representing multivariate distributions constructed
  using Sklar's theorem.

classes

Classes (S4) of commonly used elliptical, Archimedean, extreme
 value and some more copula families.  Methods for density, distribution,
 random number generation, bivariate dependence measures, perspective and
 contour plots.  Fitting copula models including variance estimates.
 Independence and serial (univariate and multivariate) independence tests,
 and other copula related tests. Empirical copula and multivariate CDF.
 Goodness-of-fit tests for copulas based on multipliers, the parametric
 bootstrap with several transformation options.
 Merged former package 'nacopula' for nested Archimedean copulas: Efficient
 sampling algorithms, various estimators, goodness-of-fit tests and related
 tools and special functions.

Martin Maechler

copula

Multivariate Dependence with Copulas

mvdc-class function

Objects are typically created by <code><a href="/link/mvdc?package=copula&version=0.999-13" rd-options="" data-mini-rdoc="copula::mvdc">mvdc</a>()</code>, or
  can be created by calls of the form <code>new("mvdc", ...)</code>.

mvdc-class: Class "mvdc"

Description

Arguments

Objects from the Class

See Also