fhCopula-class: Class "fhCopula" of Fréchet-Hoeffding Bound Copulas

fhCopula-classR Documentation

Class "fhCopula" of Fréchet-Hoeffding Bound Copulas


Fréchet-Hoeffding bound copula class.

Objects from the Class

Created by calls of the form new("fhCopula", ...) or rather typically by fhCopula(), lowfhCopula(), or upfhCopula(). Actual (sub) classes are the lower and upper Fréchet-Hoeffding bound copulas lowfhCopula() (W), and upfhCopula() (M).



inherited from super class "dimCopula".


an expression of length two, named "cdf" with the R expression of the CDF, and "pdf" which is empty as the PDF does not exist (everywhere).

See Also

ellipCopula, archmCopula, evCopula.

The class constructors are fhCopula(), lowfhCopula(), and upfhCopula(). See there for examples.

copula documentation built on June 15, 2022, 5:07 p.m.