archmCopula-class: Class "archmCopula"
Description
Archimedean copula class.Objects from the Class
Objects can be created by calls of the form new("archmCopula",
...) or by function archmCopula. Implemented
families are Clayton, Gumbel, Frank, Joe, and Ali-Mikhail-Haq.Slots
exprdist:- Object of class
"expression":
expressions of the cdf and pdf of the copula. These expressions
are used in function pCopula and dCopula. dimension, parameters, etc:- all inherited from the
super class
copula.
Methods
- dCopula
signature(copula = "claytonCopula"): ... - pCopula
signature(copula = "claytonCopula"): ... - rCopula
signature(copula = "claytonCopula"): ... - dCopula
signature(copula = "frankCopula"): ... - pCopula
signature(copula = "frankCopula"): ... - rCopula
signature(copula = "frankCopula"): ... - dCopula
signature(copula = "gumbelCopula"): ... - pCopula
signature(copula = "gumbelCopula"): ... - rCopula
signature(copula = "gumbelCopula"): ... - dCopula
signature(copula = "amhCopula"): ... - pCopula
signature(copula = "amhCopula"): ... - rCopula
signature(copula = "amhCopula"): ... - dCopula
signature(copula = "joeCopula"): ... - pCopula
signature(copula = "joeCopula"): ... - rCopula
signature(copula = "joeCopula"): ...
Extends
Class "archmCopula" extends class "copula"
directly. Class "claytonCopula", "frankCopula",
"gumbelCopula", "amhCopula" and "joeCopula"
extends class "archmCopula" directly.