ellipCopula-class

normalCopula-class

tCopula-class


  Copulas generated from elliptical multivariate distributions, notably
  Normal- and t-copulas (of specific class <code>"normalCopula"</code> or
  <code>"tCopula"</code>, respectively).


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 are typically created by <code><a rd-options="" href="/link/ellipCopula?package=copula&version=0.999-15" data-mini-rdoc="copula::ellipCopula">ellipCopula</a>()</code>,
   <code><a rd-options="" href="/link/normalCopula?package=copula&version=0.999-15" data-mini-rdoc="copula::normalCopula">normalCopula</a>()</code>, or <code><a rd-options="" href="/link/tCopula?package=copula&version=0.999-15" data-mini-rdoc="copula::tCopula">tCopula</a>()</code>.

Objects from the Class

Slots

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

Extends

Many methods are available, notably <code><a rd-options="" href="/link/dCopula?package=copula&version=0.999-15" data-mini-rdoc="copula::dCopula">dCopula</a></code>,
  <code><a rd-options="" href="/link/pCopula?package=copula&version=0.999-15" data-mini-rdoc="copula::pCopula">pCopula</a></code>, and <code><a rd-options="" href="/link/rCopula?package=copula&version=0.999-15" data-mini-rdoc="copula::rCopula">rCopula</a></code>.
  Use, e.g., <code><a rd-options="" href="/link/methods?package=copula&version=0.999-15" data-mini-rdoc="copula::methods">methods</a>(class = "tCopula")</code> to find others.

Methods

Objects are typically created by <code><a rd-options='' href='ellipCopula'>ellipCopula</a>()</code>,
   <code><a rd-options='' href='normalCopula'>normalCopula</a>()</code>, or <code><a rd-options='' href='tCopula'>tCopula</a>()</code>.

Many methods are available, notably <code><a rd-options='' href='dCopula'>dCopula</a></code>,
  <code><a rd-options='' href='pCopula'>pCopula</a></code>, and <code><a rd-options='' href='rCopula'>rCopula</a></code>.
  Use, e.g., <code><a rd-options='' href='methods'>methods</a>(class = "tCopula")</code> to find others.

ellipCopula-class: Class "ellipCopula" of Elliptical Copulas

Description

Arguments

Objects from the Class

Slots

Extends

Methods

See Also