Description Slots Methods Author(s) References See Also Examples
Class to represent a FDG copula
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
No methods defined with class "FDGcopula" in the signature.
Gildas Mazo
Mazo G., Girard, S., Forbes, F. A flexible and tractable class of one-factor copulas, http://hal.archives-ouvertes.fr/hal-00979147
FDGcopula
for constructing FDG copulas
1 | showClass("FDGcopula")
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