ellipCopula-class {copula} | R Documentation |
Copulas generated from elliptical multivariate distributions.
Objects can be created by calls of the form new("ellipCopula", ...)
,
or by function ellipCopula
.
dispstr
:Object of class "character"
, indicating
how the dispersion matrix is parameterized; can 'ex', 'ar1', 'toep',
or 'un'.
dimension
:Object of class "numeric"
, dimension
of the copula.
parameters
:Object of class "numeric"
,
parameter value.
param.names
:Object of class "character"
,
parameter names.
param.lowbnd
:Object of class "numeric"
,
parameter lower bound.
param.upbnd
:Object of class "numeric"
,
parameter upper bound.
fullname
:Object of class "character"
, family names
of the copula.
Class "ellipCopula"
extends class "copula"
directly.Class "normalCopula"
and "tCopula"
extends class
"ellipCopula"
directly.
signature(copula = "normalCopula")
: ...
signature(copula = "normalCopula")
: ...
signature(copula = "normalCopula")
: ...
signature(copula = "tCopula")
: ...
signature(copula = "tCopula")
: ...
signature(copula = "tCopula")
: ...