vineCopula-class: Class '"vineCopula"'

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

Class "vineCopula"

Description

A class representing vine copulas in a object oriented implementations. Many functions go back to the package VineCopula-package

Objects from the Class

Objects can be created by calls of the form new("vineCopula", ...) or through the function vineCopula.

Author(s)

Benedikt Graeler

References

Aas, K., C. Czado, A. Frigessi, and H. Bakken (2009). Pair-copula constructions of multiple dependence Insurance: Mathematics and Economics 44 (2), 182-198.

See Also

RVineMatrix from package VineCopula-package

Examples

showClass("vineCopula")

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