Nothing
#' Survival and rotated Clayton copula models
#'
#' A class representing rotated versions of the Clayton copula family
#' (survival, 90 and 270 degree rotated).
#'
#'
#' @name surClaytonCopula-class
#' @aliases surClaytonCopula-class dduCopula,matrix,surClaytonCopula-method
#' dduCopula,numeric,surClaytonCopula-method
#' ddvCopula,matrix,surClaytonCopula-method
#' ddvCopula,numeric,surClaytonCopula-method r90ClaytonCopula-class
#' dduCopula,matrix,r90ClaytonCopula-method
#' dduCopula,numeric,r90ClaytonCopula-method
#' ddvCopula,matrix,r90ClaytonCopula-method
#' ddvCopula,numeric,r90ClaytonCopula-method r270ClaytonCopula-class
#' dduCopula,matrix,r270ClaytonCopula-method
#' dduCopula,numeric,r270ClaytonCopula-method
#' ddvCopula,matrix,r270ClaytonCopula-method
#' ddvCopula,numeric,r270ClaytonCopula-method
#' @docType class
#' @section 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.
#' @seealso [VineCopula-package()]
#' @keywords classes
#' @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))
NULL
#' @exportClass surClaytonCopula r90ClaytonCopula r270ClaytonCopula
generateClass("surClaytonCopula")
generateClass("r90ClaytonCopula")
generateClass("r270ClaytonCopula")
#' Constructors for survival and rotated Clayton Copulas
#'
#' These are wrappers to functions from [VineCopula-package()]
#'
#'
#' @aliases surClaytonCopula r90ClaytonCopula r270ClaytonCopula
#' @param param A single parameter defining the Copula.
#' @return An object of class [surClaytonCopula-class],
#' [r90ClaytonCopula-class] or
#' [r270ClaytonCopula-class] respectively.
#' @keywords copula
#' @examples
#'
#' library(copula)
#'
#' persp(surClaytonCopula(1.5), dCopula, zlim = c(0, 10))
#' persp(r90ClaytonCopula(-1.5), dCopula, zlim = c(0, 10))
#' persp(r270ClaytonCopula(-1.5), dCopula, zlim = c(0, 10))
#' @export
surClaytonCopula <- function(param = 1) {
new("surClaytonCopula",
dimension = as.integer(2),
parameters = param,
param.names = c("theta"),
param.lowbnd = 0,
param.upbnd = Inf,
family = 13,
fullname = "Survival Clayton copula family. Number 13 in VineCopula."
)
}
#' @export
#' @rdname surClaytonCopula
r90ClaytonCopula <- function(param = -1) {
new("r90ClaytonCopula",
dimension = as.integer(2),
parameters = param,
param.names = "theta",
param.lowbnd = -Inf,
param.upbnd = 0,
family = 23,
fullname = "90 deg rotated Clayton copula family. Number 23 in VineCopula."
)
}
#' @export
#' @rdname surClaytonCopula
r270ClaytonCopula <- function(param = -1) {
new("r270ClaytonCopula",
dimension = as.integer(2),
parameters = param,
param.names = "theta",
param.lowbnd = -Inf,
param.upbnd = 0,
family = 33,
fullname = "270 deg rotated Clayton copula family. Number 33 in VineCopula."
)
}
# iTau
setMethod("iTau", signature = c("r90ClaytonCopula", "ANY"), BCiTau)
setMethod("iTau", signature = c("surClaytonCopula", "ANY"), BCiTau)
setMethod("iTau", signature = c("r270ClaytonCopula", "ANY"), BCiTau)
# fitCopula
setMethod(fitCopula, "surClaytonCopula", BCfitCopula)
setMethod(fitCopula, "r90ClaytonCopula", BCfitCopula)
setMethod(fitCopula, "r270ClaytonCopula", BCfitCopula)
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.