joeBiCopula-class: Joe copula models

In VC2copula: Extend the 'copula' Package with Families and Models from 'VineCopula'

Joe copula models

Description

Wrapper classes representing the bivariate Joe, survival Joe, 90 degree and 270 degree rotated Joe copula families (Joe 1997) from VineCopula-package(). Note that package copula-package() provides a class joeCopula as well.

Objects from the Classes

Objects can be created by calls of the form new("joeBiCopula", ...), new("surJoeBiCopula", ...), new("r90JoeBiCopula", ...) and new("r270JoeBiCopula", ...) or by the functions joeBiCopula(), surJoeBiCopula(), r90JoeBiCopula() and r270JoeBiCopula().

References

Joe, H., (1997). Multivariate Models and Dependence Concepts. Monogra. Stat. Appl. Probab. 73, London: Chapman and Hall.

See Also

See also BB1Copula, BB6Copula, BB7Copula and BB8Copula for further wrapper classes to the VineCopula-package().

Examples

showClass("surJoeBiCopula")

VC2copula documentation built on May 29, 2024, 3:15 a.m.