surClaytonCopula-class: Survival and rotated Clayton copula models

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

Survival and rotated Clayton copula models

Description

A class representing rotated versions of the Clayton copula family (survival, 90 and 270 degree rotated).

Objects from the Class

Objects can be created by calls of the form new("surClaytonCopula", ...), new("r90ClaytonCopula", ...) and new("r270ClaytonCopula", ...) or by the function surClaytonCopula(), r90ClaytonCopula() and r270ClaytonCopula() respectively.

See Also

VineCopula-package()

Examples

library(copula)

persp(surClaytonCopula(.5), dCopula, zlim = c(0, 10))
persp(r90ClaytonCopula(-.5), dCopula, zlim = c(0, 10))
persp(r270ClaytonCopula(-.5), dCopula, zlim = c(0, 10))

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