| archmCopula-class {copula} | R Documentation |
Archimedean copula
Objects can be created by calls of the form new("archmCopula",
...) or by function 'archmCopula'.
exprdist:"expression",
expressions for the cdf and pdf of the copula. These expressions
are used in function 'pcopula' and 'dcopula'. dimension:"numeric" ~~ parameters:"numeric" ~~ param.names:"character" ~~ param.lowbnd:"numeric" ~~ param.upbnd:"numeric" ~~ message:"character" ~~ signature(copula = "claytonCopula"): ... signature(copula = "claytonCopula"): ... signature(copula = "claytonCopula"): ... signature(copula = "frankCopula"): ... signature(copula = "frankCopula"): ... signature(copula = "frankCopula"): ... signature(copula = "gumbelCopula"): ... signature(copula = "gumbelCopula"): ... signature(copula = "gumbelCopula"): ... signature(copula = "amhCopula"): ... signature(copula = "amhCopula"): ... signature(copula = "amhCopula"): ...
Class "archmCopula" extends class "copula" directly.
Class "claytonCopula", "frankCopula",
"gumbelCopula" and "amhCopula" extends class
"archmCopula" directly.
The expressions of pdf are obtained by differentiating the cdf expression using function 'D'.
"gumbelCopula" is also of class "evCopula".
Jun Yan <jyan@stat.uconn.edu>