| archmCopula-class {copula} | R Documentation |
Archimedean copula class.
Objects can be created by calls of the form new("archmCopula",
...) or by function "archmCopula". Implemented families are
Clayton, Gumbel, Frank, and Ali-Mikhail-Haq.
exprdist:"expression":
expressions of the cdf and pdf of the copula. These expressions
are used in function 'pcopula' and 'dcopula'. 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. 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.
"gumbelCopula" is also of class "evCopula".