copula (version 0.999-15)

fitCopula-class: Classes of Fitted Multivariate Models: Copula, Mvdc

Description

Classes and summary methods related to copula model fitting.

Objects from the Class

Objects can be created by calls to fitCopula or fitMvdc, respectively or to their summary methods.

Slots

The “mother class”, "fittedMV" has the slots

In addition, the "fitCopula" class has a slot

whereas the "fitMvdc" has

Extends

Classes "fitCopula" and "fitMvdc" extend class "fittedMV", directly.

Methods

Further, there are S3 methods (class "fittedMV") for coef(), vcov() and logLik(), see fitMvdc.

References

Genest, C., Ghoudi, K., and Rivest, L.-P. (1995). A semiparametric estimation procedure of dependence parameters in multivariate families of distributions. Biometrika 82, 543--552.