FDGcopula-class: Class '"FDGcopula"'

Description Slots Methods Author(s) References See Also Examples

Description

Class to represent a FDG copula

Slots

dimension:

Object of class "integer" Dimension of the copula

parameters:

Object of class "numeric" Vector of parameters

family:

Object of class "character" Family of the generators

extremevalue:

Object of class "logical" Boolean indicating if the copula is an extreme-value copula

parameterrange:

Object of class "numeric" Interval containing the bounds of the parameters

Methods

No methods defined with class "FDGcopula" in the signature.

Author(s)

Gildas Mazo

References

Mazo G., Girard, S., Forbes, F. A flexible and tractable class of one-factor copulas, http://hal.archives-ouvertes.fr/hal-00979147

See Also

FDGcopula for constructing FDG copulas

Examples

1
showClass("FDGcopula")

FDGcopulas documentation built on May 2, 2019, 6:18 a.m.