copula (version 0.999-7)

acopula-class: Class "acopula" of Archimedean Copula Families

Description

This class "acopula" of Archimedean Copula Families is mainly used for providing objects of known Archimedean families with all related functions.

Objects from the Class

Objects can be created by calls of the form new("acopula", ...). For several well-known latex{Archi-medean}{Archimedean} copula families, the package copula already provides such family objects.

References

See those of the families, for example, copGumbel.

See Also

Specific provided copula family objects, for example, copAMH, copClayton, copFrank, copGumbel, copJoe. To access these, you may also use getAcop.

A nested Archimedean copula without child copulas (see class "nacopula") is a proper latex{Archime-dean}{Archimedean} copula, and hence, onacopula() can be used to construct a specific parametrized Archimedean copula; see the example below.

Examples

## acopula class information
showClass("acopula")

## Information and structure of Clayton copulas
copClayton
str(copClayton)

## What are admissible parameters for Clayton copulas?
copClayton@paraInterval

## Can two Clayton copulas with parameters theta0 and theta1 be nested?
## Case 1: theta0 = 3, theta1 = 2
copClayton@nestConstr(theta0 = 3, theta1 = 2)
## -> FALSE as the sufficient nesting criterion is not fulfilled
## Case 2: theta0 = 2, theta1 = 3
copClayton@nestConstr(theta0 = 2, theta1 = 3) # TRUE

## For more examples, see  help("acopula-families")