ellipCopula-class | R Documentation |
Copulas generated from elliptical multivariate distributions, notably
Normal- and t-copulas (of specific class "normalCopula"
or
"tCopula"
, respectively).
Objects are typically created by ellipCopula()
,
normalCopula()
, or tCopula()
.
dispstr
:"character"
string indicating
how the dispersion matrix is parameterized; one of "ex"
,
"ar1"
, "toep"
, or "un"
, see the dispstr
argument of ellipCopula()
.
dimension
:Object of class "numeric"
, dimension
of the copula.
parameters
:a numeric
, (vector of) the parameter
value(s).
param.names
:character
vector with names
for the parameters
slot, of the same length.
param.lowbnd
:numeric
vector of lower
bounds for the parameters
slot, of the same length.
param.upbnd
:upper bounds for parameters
,
analogous to parm.lowbnd
.
fullname
:deprecated; object of class "character"
, family names
of the copula.
Class "ellipCopula"
extends class copula
directly. Classes "normalCopula"
and "tCopula"
extend
"ellipCopula"
directly.
Many methods are available, notably dCopula
,
pCopula
, and rCopula
.
Use, e.g., methods(class = "tCopula")
to find others.
ellipCopula
which also documents tCopula()
and
normalCopula()
;
copula-class
.
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