fitFDG-class: Class '"fitFDG"'

In FDGcopulas: Multivariate Dependence with FDG Copulas

Description

Class to represent fitted FDG copulas

Slots

estimate:

Object of class "numeric" estimated parameter vector

var.est:

Object of class "matrix" estimated variance-covariance matrix of scaled estimator

optimalvalues:

Object of class "numeric" optimal values of the loss function which was minimized during the estimation procedure

convergence:

Object of class "list" monitoring parameters returned by 'optim()'

FDGcopula:

Object of class "FDGcopula" estimated copula

Methods

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

Details

The estimated variance-covariance matrix is that of the estimator times the square root of the sample size.

Author(s)

Gildas Mazo

References

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

[2] Mazo G., Girard, S., Forbes, F. Weighted least-squares inference based on dependence coefficients for multivariate copulas, http://hal.archives-ouvertes.fr/hal-00979151

See Also

fitFDG for fitting FDG copulas

Examples

showClass("fitFDG")

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