| archmCopula {copula} | R Documentation |
Constructs an Archimedean copula class object with its corresponding parameter and dimension.
archmCopula(family, param, dim = 2, ...) claytonCopula(param, dim = 2) frankCopula(param, dim = 2) gumbelCopula(param, dim = 2)
family |
a character string specifying the family of an elliptical copula. Implemented families are "clayton", "frank", and "gumbel". |
param |
a numeric vector specifying the parameter values. |
dim |
the dimension of the copula. |
... |
currently nothing. |
An elliptical copula object of class "claytonCopula",
"frankCopula", or "gumbelCopula".
"archmCopula" is a wrapper for "claytonCopula",
"frankCopula", and "gumbelCopula".
Jun Yan <jyan@stat.uiowa.edu>
clayton.cop <- claytonCopula(2, dim = 3)
##scatterplot3d(rcopula(clayton.cop, 1000))
frank.cop <- frankCopula(3)
persp(frank.cop, dcopula)
gumbel.cop <- archmCopula("gumbel", 5)
contour(gumbel.cop, dcopula)