empiricalCopula-class: Class '"empiricalCopula"'

Description Objects from the Class Slots Extends Methods Note Author(s) See Also Examples

Description

A class representing an empirical version of a given copula.

Objects from the Class

Objects can be created by calls of the form new("empiricalCopula", ...), through the constructor empiricalCopula or the simplified constructor genEmpCop.

Slots

sample:

Object of class "matrix" representing the sample.

dimension:

Object of class "integer" giving the dimension.

parameters:

Object of class "numeric" giving the parameters of the underlying copula family if present, \"NA\" otherwise.

param.names:

Object of class "character" giving the parameter names of the underlying copula family if present, \"unknown\" otherwise.

param.lowbnd:

Object of class "numeric" giving the lower bound of the underlying copula family if present, \"NA\" otherwise.

param.upbnd:

Object of class "numeric" giving the upper bound of the underlying copula family if present, \"NA\" otherwise.

fullname:

Object of class "character" giving a descriptive name including the underlying copula family's name if present.

Extends

Class "copula", directly. Class "Copula", by class "copula", distance 2.

Methods

No additional methods defined with class empiricalCopula in the signature, but pCopula works as expected.

Note

Its implementation of pCopula is based on C-code from copula-package.

Author(s)

Benedikt Graeler

See Also

genEmpCop

Examples

1
showClass("empiricalCopula")

BenGraeler/spcopula documentation built on Nov. 20, 2020, 4:07 p.m.