copula (version 0.999-15)

copula-class: Mother Classes "Copula", etc of all Copulas in the Package

Description

A copula is a multivariate distribution with uniform margins. The virtual class "Copula" is the mother (or “super class”) of all copula classes in the package copula which encompasses classes of the former packages nacopula and copula.

The virtual class "parCopula" extends "Copula" and is the super class of all copulas that can be fully parametrized and hence fitted to data. For these, at least the dim() method must be well defined.

The virtual class "copula" extends "parCopula" and is the mother of all copula classes from former package copula. It has set of slots for the dimension and parameter vector, see below.

The virtual class "xcopula" extends "parCopula" and contains a slot copula; an (“actual”) class example are the rotated copulas, rotCopula.

Objects from the Class

Objects are typically created by are by tCopula(), evCopula(), etc. Note that the virtual class "Copula", is simply the union (see setClassUnion) of the two classes "copula" and "nacopula".

Slots

Class "copula" (and all its subclasses) have slots

Warning

This implementation is still at the experimental stage and is subject to change during the development.

See Also

Help for the (sub)classes archmCopula, ellipCopula, evCopula, and fgmCopula.

The Archimedean and nested Archimedean classes (from former package nacopula), with a more extensive list of slots (partly instead of methods), acopula, and nacopula.

Examples

hc <- evCopula("husler", 1.25)
dim(hc)
smoothScatter(u <- rCopula(2^11, hc))
lambda   (hc)
tau (hc)
rho(hc)
str(hc)