| CopulaeClass {fCopulae} | R Documentation |
A collection and description of functions to specify the
copula class and to investigate bivariate Frechet copulae.
The class representation and methods are:
fCOPULA | representation for an S4 object of class "fCOPULA", |
show | S4 print method. |
Frechet Copulae:
pfrechetCopula | computes Frechet copula probability. |
show.fCOPULA(object)
pfrechetCopula(u = 0.5, v = u, type = c("m", "pi", "w"),
output = c("vector", "list"))
object |
[show] - an S4 object of class "fCOPULA".
|
output |
[*frechetCopula] - output - a character string specifying how the output should be formatted. By default a vector of the same length as u
and v. If specified as "list" then u and
v are expected to span a two-dimensional grid as outputted
by the function grid2d and the function returns a list with
elements $x, y, and z which can be directly
used for example by 2D plotting functions.
|
type |
[*frechetCopula] - the type of the Frechet copula. A character string selected from: "m", "pi", or "w".
|
u, v |
two numeric values or vectors of the same length at which
the copula will be computed. If u is a list then the
the $x and $y elements will be used as u
and v. If u is a two column matrix then the
first column will be used as u and the the second
as v.
|
The function pfrechetCopula returns a numeric matrix of
probabilities computed at grid positions u|v. The
arguments u and v are two single values or two
numeric vectors of the same length. If v is not specified
then the same values are taken as for u. Alternatively,
u may be given as a two column vector or as a list with
two entries as vectors. The first column or entry is taken as
u and the second as v.
The print method show returns an S4 object of
class "fCOPULA". The object contains the following slots:
@call |
the function call. |
@copula |
the name of the copula. |
@param |
a list whose elements specify the model parameters of the copula. |
@title |
a character string with the name of the copula. This can be overwritten specifying a user defined input argument. |
@description |
a character string with an optional user defined description. By default just the current date will be returned. |
The function pfrechetCopula returns a numeric vector of
probabilities. An attribute named "control" is added
which returns the name of the Frechet copula.
Diethelm Wuertz for the Rmetrics R-port.
## fCOPULA -
getClass("fCOPULA")
## pcopula -
# The Frechet Copula - m:
pfrechetCopula(0.5)
pfrechetCopula(0.25, 0.75)
pfrechetCopula(runif(5))
grid2d()
pfrechetCopula(grid2d())