| 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) amhCopula(param, dim = 2)
family |
a character string specifying the family of an Archimedean 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 Archimedean copula object of class "claytonCopula",
"frankCopula", "gumbelCopula", or "amhCopula".
"archmCopula" is a wrapper for "claytonCopula",
"frankCopula", "gumbelCopula" and "amhCopula".
For dim > 6, the expression of pdf is not available due to intensive compting involved in symbolically differentiating the cdf. Therefore, for dim > 6, likelihood estimation cannot be done yet.
Jun Yan <jyan@stat.uconn.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)