| copula-class {copula} | R Documentation |
A class representing multivariate distributions with uniform margins.
Objects can be created by calls of the form new("copula", ...).
dimension:"numeric", dimension
of the copula. parameters:"numeric",
parameter values. param.names:"character",
parameter names. param.lowbnd:"numeric",
parameter lower bounds. param.upbnd:"numeric",
parameter upper bounds. message:"character", family names
of the copula. This implementation is still at the experimental stage and is subject to change during the development.
The "copula" class is extended by the "evCopula",
"archmCopula", and "ellipCopula" classes. Instances of
implemented copulas can be created from functions "evCopula",
"archmCopula" and "ellipcopula".
"plackettCopula" and "fgmCopula" are special types of
copulas which do not belong to either one of the three classes above.
archmCopula-class,
ellipCopula-class,
evCopula-class,
fgmCopula-class.