fgmCopula-class: Class "fgmCopula"
Description
Multivariate Multiparameter Farlie-Gumbel-Morgenstern
Copula.Objects from the Class
Objects can be created by calls of the form new("fgmCopula",
...).Slots
exprdist:- Object of class
"expression",
expressions for the cdf and pdf of the copula. These expressions
are used in function pCopula() and dCopula(). dimension:- Object of class
"numeric", the
dimension of the copula. parameters:- Object of class
"numeric",
parameter values. param.names:- Object of class
"character",
parameter names. param.lowbnd:- Object of class
"numeric",
parameter lower bound. param.upbnd:- Object of class
"numeric",
parameter upper bound. fullname:- Object of class
"character", family names
of the copula.
Methods
- dCopula
signature(copula = "fgmCopula"): ... - pCopula
signature(copula = "fgmCopula"): ... - rCopula
signature(copula = "fgmCopula"): ...
Extends
Class "fgmCopula" extends class "copula" directly.References
Nelsen, R. B. (2006), An introduction to Copulas, Springer, New York.