copula-class | R Documentation |

A copula is a multivariate distribution with uniform margins.
The virtual class `"Copula"`

is the mother (or “super
class”) of all copula classes in the package copula which
encompasses classes of the former packages nacopula and copula.

The virtual class `"parCopula"`

extends `"Copula"`

and is
the super class of all copulas that can be fully *par*ametrized and
hence fitted to data. For these, at least the `dim()`

method
must be well defined.

The virtual class `"dimCopula"`

extends `"Copula"`

and has
an explicit slot `dimension`

, with corresponding trivial
`dim()`

method.

The virtual class `"copula"`

extends bot `"dimCopula"`

and
`"parCopula"`

and is the mother of all copula classes from former
package copula. It has set of slots for (the dimension and)
parameter vector, see below.

The virtual class `"Xcopula"`

contains a slot `copula`

of class
`"parCopula"`

.

The virtual class `"xcopula"`

extends `"parCopula"`

and
`"Xcopula"`

; an (“actual”) class example are
the rotated copulas, `rotCopula`

.

Objects are typically created by are by `tCopula()`

,
`evCopula()`

, etc.

Class `"dimCopula"`

and its subclasses, notably
`"copula"`

, have a slot

`dimension`

:an

`"integer"`

(of length 1), the copula dimension*d*.

Class `"copula"`

(and its subclasses) have *additional* slots

`parameters`

:`numeric`

vector of parameter values, can be NA (i.e.,`NA_real_`

).`param.names`

:`"character"`

vector of parameter names (and hence of the same length as`parameters`

).`param.lowbnd`

:lower bounds for the parameters, of class

`"numeric"`

.`param.upbnd`

:upper bounds for the parameters, of class

`"numeric"`

.`fullname`

:**deprecated**; object of class`"character"`

, family names of the copula.

This implementation is still at the experimental stage and is subject to change during the development.

The `"copula"`

class is extended by the
`evCopula`

, `archmCopula`

,
and `ellipCopula`

classes. Instances of
such copulas can be created via functions `evCopula`

,
`archmCopula`

and `ellipCopula`

.

`"plackettCopula"`

and `fgmCopula`

are
special types of copulas which do not belong to either one of the
three classes above.

Help for the (sub)classes
`archmCopula`

,
`ellipCopula`

,
`evCopula`

, and
`fgmCopula`

.

The Archimedean and nested Archimedean classes (from former package
nacopula), with a more extensive list of slots (partly instead
of methods),
`acopula`

, and `nacopula`

.

hc <- evCopula("husler", 1.25) dim(hc) smoothScatter(u <- rCopula(2^11, hc)) lambda (hc) tau (hc) rho(hc) str(hc)

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