evCopula-class

galambosCopula-class

huslerReissCopula-class

tawnCopula-class

tevCopula-class


  Class <code>evCopula</code> is the virtual (mother) class of all
  extreme-value copulas. There currently are five subclasses,
  <code>"galambosCopula"</code>, <code>"huslerReissCopula"</code>,
  <code>"tawnCopula"</code>, <code>"tevCopula"</code>, and <code>"gumbelCopula"</code>,
  the latter of which is also an Archimedean copula, see the page for
  class <code>"archmCopula"</code>.


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

evCopula-class function

<code>evCopula</code> is a virtual class: No objects may be created from it.
  Objects of class <code>"galambosCopula"</code> etc, can be created by calls
  of the form <code>new("galambosCopula", ...)</code>, but typically rather by
  <code><a rd-options="" href="/link/galambosCopula?package=copula&version=0.999-15" data-mini-rdoc="copula::galambosCopula">galambosCopula</a>()</code>, etc, see there.

Objects from the Class

All slots are inherited from the mother class
  <code>"copula"</code>, see there.

Slots

Methods

Class <code>"evCopula"</code> extends class <code>"copula"</code>
  directly. Classes <code>"galambosCopula"</code>, <code>"huslerReissCopula"</code>,
  <code>"tawnCopula"</code>, and <code>"tevCopula"</code> extend class
  <code>"evCopula"</code> directly.

Extends

<code>evCopula</code> is a virtual class: No objects may be created from it.
  Objects of class <code>"galambosCopula"</code> etc, can be created by calls
  of the form <code>new("galambosCopula", ...)</code>, but typically rather by
  <code><a rd-options='' href='galambosCopula'>galambosCopula</a>()</code>, etc, see there.

evCopula-class: Classes Representing Extreme-Value Copulas

Description

Arguments

Objects from the Class

Slots

Methods

Extends

See Also