evCopula-class: Classes Representing Extreme-Value Copulas
In copula: Multivariate Dependence with Copulas

evCopula-class

R Documentation

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.