mvdc-class | R Documentation |
"mvdc"
is a class
representing
multivariate distributions constructed via
copula and margins, using Sklar's theorem.
Objects are typically created by mvdc()
, or
can be created by calls of the form new("mvdc", ...)
.
copula
:Object of class "copula"
,
specifying the copula.
margins
:Object of class "character"
,
specifying the marginal distributions.
paramMargins
:Object of class "list"
, whose
each component is a list of named components, giving the parameter
values of the marginal distributions. See mvdc
.
marginsIdentical
:Object of class "logical"
,
that, if TRUE, restricts the marginal distributions to be
identical, default is FALSE
.
signature(x = "mvdc")
: ...
signature(x = "mvdc")
: the dimension of the
distribution; this is the same as dim(x@copula)
.
signature(x = "mvdc")
: ...
signature(object = "mvdc")
: quite compactly display
the content of the "mvdc" object
.
mvdc
,
also for examples; for fitting, fitMvdc
.
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