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

In copula: Multivariate Dependence with Copulas

Class "fhCopula" of Fréchet-Hoeffding Bound Copulas

Description

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).

Slots

dimension:

inherited from super class "dimCopula".

exprdist:

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 Sept. 11, 2024, 7:48 p.m.