ellipCopula-class: Class "ellipCopula" of Elliptical Copulas

In copula: Multivariate Dependence with Copulas

Class "ellipCopula" of Elliptical Copulas

Description

Copulas generated from elliptical multivariate distributions, notably Normal- and t-copulas (of specific class "normalCopula" or "tCopula", respectively).

Objects from the Class

Objects are typically created by ellipCopula(), normalCopula(), or tCopula().

Slots

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.

Extends

Class "ellipCopula" extends class copula directly. Classes "normalCopula" and "tCopula" extend "ellipCopula" directly.

Methods

Many methods are available, notably dCopula, pCopula, and rCopula. Use, e.g., methods(class = "tCopula") to find others.

See Also

ellipCopula which also documents tCopula() and normalCopula(); copula-class.

copula documentation built on April 3, 2025, 8:50 p.m.