fgmCopula-class | R Documentation |
The class of multivariate multiparameter Farlie-Gumbel-Morgenstern
copulas are typically created via fgmCopula(..)
.
Objects are typically created by fgmCopula(..)
, or more
low-level by (careful) calls to new("fgmCopula", ..)
.
exprdist
:Object of class "expression"
,
expressions for the cdf and pdf of the copula. These expressions
are used in function pCopula()
and dCopula()
.
subsets.char
:Object of class "character"
,
containing the subsets of integers used for naming the parameters.
dimension
:Object of class "numeric"
, the
dimension of the copula.
parameters
:Object of class "numeric"
,
parameter values.
param.names
:Object of class "character"
,
parameter names.
param.lowbnd
:Object of class "numeric"
,
parameter lower bound.
param.upbnd
:Object of class "numeric"
,
parameter upper bound.
fullname
:Object of class "character"
, family names
of the copula (deprecated).
signature(copula = "fgmCopula")
: ...
signature(copula = "fgmCopula")
: ...
signature(copula = "fgmCopula")
: ...
Class "fgmCopula"
extends class "copula"
directly.
The verification of the validity of the parameter values is of high complexity and may not work for high dimensional copulas.
The random number generation needs to be properly tested, especially for dimensions higher than 2.
Nelsen, R. B. (2006), An introduction to Copulas, Springer, New York.
copula-class
; to create such
objects, use fgmCopula()
; see there, also for examples.
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