ellipCopula-class

normalCopula-class

tCopula-class

Copulas generated from elliptical multivariate distributions. 

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

ellipCopula-class function

Objects can be created by calls of the form <code>new("ellipCopula", ...)</code>,
  or by function <code><a rd-options="" href="/link/ellipCopula?package=copula&version=0.999-14" data-mini-rdoc="copula::ellipCopula">ellipCopula</a></code>.

Objects from the Class

<dl>
    <dt><code>dispstr</code>:</dt><dd>Object of class <code>"character"</code>, indicating
    how the dispersion matrix is parameterized; can 'ex', 'ar1', 'toep',
    or 'un'.</dd> <dt><code>dimension</code>:</dt><dd>Object of class <code>"numeric"</code>, dimension
      of the copula. </dd> <dt><code>parameters</code>:</dt><dd>Object of class <code>"numeric"</code>,
      parameter value.</dd> <dt><code>param.names</code>:</dt><dd>Object of class <code>"character"</code>,
      parameter names. </dd> <dt><code>param.lowbnd</code>:</dt><dd>Object of class <code>"numeric"</code>,
      parameter lower bound. </dd> <dt><code>param.upbnd</code>:</dt><dd>Object of class <code>"numeric"</code>,
      parameter upper bound. </dd> <dt><code>fullname</code>:</dt><dd>Object of class <code>"character"</code>, family names
      of the copula.</dd> </dl> 

Slots

Class <code>"ellipCopula"</code> extends class <code>"copula"</code>
  directly.Class <code>"normalCopula"</code> and <code>"tCopula"</code> extends class
  <code>"ellipCopula"</code> directly.

Extends

<dl>
    <dt>dCopula</dt><dd><code>signature(copula = "normalCopula")</code>: ... </dd> <dt>pCopula</dt><dd><code>signature(copula = "normalCopula")</code>: ... </dd> <dt>rCopula</dt><dd><code>signature(copula = "normalCopula")</code>: ... </dd> <dt>dCopula</dt><dd><code>signature(copula = "tCopula")</code>: ... </dd> <dt>pCopula</dt><dd><code>signature(copula = "tCopula")</code>: ... </dd> <dt>rCopula</dt><dd><code>signature(copula = "tCopula")</code>: ... </dd> </dl> 

ellipCopula-class: Class "ellipCopula"

Description

Arguments

Objects from the Class

Slots

Extends

Methods

See Also