setDf-methods: Set the degree of freedom for t Copula.

In cascsim: Casualty Actuarial Society Individual Claim Simulator

Description

Set the degree of freedom for t Copula.

Usage

setDf(this, ...) <- value

## S4 replacement method for signature 'CopulaObj,numeric'
setDf(this) <- value

Arguments

this	Copula Object
...	Additional function arguments
value	The degree of freedom. The default value is 3.

Examples

library(cascsim)
dist1<-new("Pareto",p1=20,p2=3)
dist2<-new("Normal",p1=5,p2=3,min=0,max=20,truncated=TRUE)
cop <- new("CopulaObj", type="t", param=c(0.5),marginal=list(dist1=dist1,dist2=dist2),dimension=2)
setDf(cop) <- 5

cascsim documentation built on Jan. 13, 2020, 5:07 p.m.