setDispstr-methods: Set parameter matrix format of Elliptical copula.

In cascsim: Casualty Actuarial Society Individual Claim Simulator

Description

Set parameter matrix format of Elliptical copula.

Usage

setDispstr(this, ...) <- value

## S4 replacement method for signature 'CopulaObj,character'
setDispstr(this) <- value

Arguments

this	Copula Object
...	Additional function arguments
value	The matrix format. The default is "un" for unstructured. Other choices include "ex" for exchangeable, "ar1" for AR(1), and "toep" for Toeplitz (toeplitz).

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", param=c(0.5),marginal=list(dist1=dist1,dist2=dist2),dimension=2)
setDispstr(cop) <- "ex"

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