Description
Class representing multivariate distributions constructed
using Sklar's theorem. Objects from the Class
Objects are typically created by mvdc(), or
can be created by calls of the form new("mvdc", ...).Slots
copula:- Object of class
"copula",
specifying the copula. margins:- Object of class
"character",
specifying the marginal distributions. paramMargins:- Object of class
"list", whose
each component is a list of named components, giving the parameter
values of the marginal distributions. See mvdc. marginsIdentical:- Object of class
"logical",
that, if TRUE, restricts the marginal distributions to be
identical, default is FALSE.
Methods
- contour
signature(x = "mvdc"): ... - dim
signature(x = "mvdc"): the dimension of the
distribution; this is the same as dim(x@copula).- persp
signature(x = "mvdc"): ... - show
signature(object = "mvdc"): quite compactly display
the content of the "mvdc" object.
See Also
mvdc,
also for examples; for fitting, fitMvdc.