archmCopula-class | R Documentation |
Archimedean copula class.
Created by calls of the form new("archmCopula", ...)
or rather
typically by archmCopula()
. Implemented
families are Clayton, Gumbel, Frank, Joe, and Ali-Mikhail-Haq.
exprdist
:Object of class "expression"
:
expressions of the cdf and pdf of the copula. These expressions
are used in function pCopula
and dCopula
.
dimension, parameters
, etc:all inherited from the
super class copula
.
signature(copula = "claytonCopula")
: ...
signature(copula = "claytonCopula")
: ...
signature(copula = "claytonCopula")
: ...
signature(copula = "frankCopula")
: ...
signature(copula = "frankCopula")
: ...
signature(copula = "frankCopula")
: ...
signature(copula = "gumbelCopula")
: ...
signature(copula = "gumbelCopula")
: ...
signature(copula = "gumbelCopula")
: ...
signature(copula = "amhCopula")
: ...
signature(copula = "amhCopula")
: ...
signature(copula = "amhCopula")
: ...
signature(copula = "joeCopula")
: ...
signature(copula = "joeCopula")
: ...
signature(copula = "joeCopula")
: ...
Class "archmCopula"
extends class "copula"
directly. Class "claytonCopula"
, "frankCopula"
,
"gumbelCopula"
, "amhCopula"
and "joeCopula"
extends class "archmCopula"
directly.
"gumbelCopula"
is also of class "evCopula"
.
archmCopula
, for constructing such copula objects;
copula-class
.
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