copula-class {copula} | R Documentation |
A copula is a multivariate distribution with uniform margins.
The virtual class "Copula"
is the mother of all copula classes
in the package copula which encompasses classes of the former
packages nacopula and copula.
The virtual class "copula"
is the mother of all copula classes
from former package copula.
Objects are typically created by are by tCopula()
,
evCopula()
, etc.
Note that the virtual class "Copula"
, is simply the union (see
setClassUnion
) of the two classes "copula"
and
"nacopula"
.
Class "copula"
(and all its subclasses) have slots
dimension
:an "integer"
(of length 1), the
copula dimension d.
parameters
:"numeric"
vector of
parameter values, can be NA (i.e., NA_real_
).
param.names
:"character"
vector of parameter
names (and hence of the same length as parameters
).
param.lowbnd
:lower bounds for the parameters, of
class "numeric"
.
param.upbnd
:upper bounds for the parameters, of class
"numeric"
.
fullname
:Object of class "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
such copulas can be created via 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.
Help for the (sub)classes
archmCopula
,
ellipCopula
,
evCopula
, and
fgmCopula
.
The Archimedean and nested Archimedean classes (from former package
nacopula), with a more extensive list of slots (partly instead
of methods),
acopula
, and nacopula
.
hc <- evCopula("husler", 1.25) dim(hc) smoothScatter(u <- rCopula(2^11, hc)) tailIndex (hc) tau (hc) rho(hc) str(hc)