evCopula-class: Classes Representing Extreme-Value Copulas

In copula: Multivariate Dependence with Copulas

Classes Representing Extreme-Value Copulas

Description

Class evCopula is the virtual (mother) class of all extreme-value copulas. There currently are five subclasses, "galambosCopula", "huslerReissCopula", "tawnCopula", "tevCopula", and "gumbelCopula", the latter of which is also an Archimedean copula, see the page for class "archmCopula".

Objects from the Class

evCopula is a virtual class: No objects may be created from it. Objects of class "galambosCopula" etc, can be created by calls of the form new("galambosCopula", ...), but typically rather by galambosCopula(), etc, see there.

Slots

All slots are inherited from the mother class "copula", see there.

Methods

dCopula

signature(copula = "galambosCopula"): ...

pCopula

signature(copula = "galambosCopula"): ...

rCopula

signature(copula = "galambosCopula"): ...

dCopula

signature(copula = "huslerReissCopula"): ...

pCopula

signature(copula = "huslerReissCopula"): ...

rCopula

signature(copula = "huslerReissCopula"): ...

Extends

Class "evCopula" extends class "copula" directly. Classes "galambosCopula", "huslerReissCopula", "tawnCopula", and "tevCopula" extend class "evCopula" directly.

Note

Objects of class "gumbelCopula" are also of class "archmCopula".

See Also

evCopula, evTestC, evTestK, gofEVCopula, copula-class.

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