| fitCopula-class {copula} | R Documentation |
Classes and summaries related to copula model fitting.
Objects can be created by calls to fitCopula, fitMvdc
or to their summary method.
estimate:numeric, parameter estimate. var.est:numeric, variance matrix estimate of
the parameter estimator. See note below. method:character, method of estimation. loglik:numeric, loglikelihood evaluated at
the maximizer. convergence:numeric, convergence code from
"optim". nsample:numeric, integer representing the sample size. copula:"copula". mvdc:"mvdc". C. Genest, K. Ghoudi and L.-P. Rivest (1995). A semiparametric estimation procedure of dependence parameters in multivariate families of distributions. Biometrika, 82, 543-552.