hkCopula-class: Class '"hkCopula"'

In BenGraeler/spcopula: Copula Driven Analysis - Multivariate, Spatial, Spatio-Temporal

Description

An object representation of Hierarchical Kendall Copulas

Objects from the Class

Objects can be created by calls of the form new("hkCopula", ...) and via the simplified constructor hkCopula.

Slots

nestingCop:

Object of class "copula" describing the nesting copula at the top.

clusterCops:

Object of class "list" with "list" entries of clustering copulas and their corresponding indices.

kenFuns:

Object of class "list" providing the Kendall distribution functions corresponding to the copulas in "clusterCops".

dimension:

Object of class "integer" giving the dimension of the entire Copula.

parameters:

Object of class "numeric" that is empty for compatibility.

param.names:

Object of class "character" that is empty for compatibility.

param.lowbnd:

Object of class "numeric" that is empty for compatibility.

param.upbnd:

Object of class "numeric" that is empty for compatibility.

fullname:

Object of class "character" describing the copula family.

Extends

Class "copula", directly. Class "parCopula", by class "copula", distance 2. Class "Copula", by class "copula", distance 3.

Methods

No methods defined with class "hkCopula" in the signature.

Author(s)

Benedikt Graeler

References

Brechmann, Eike Christian. "Hierarchical Kendall copulas: Properties and inference." Canadian Journal of Statistics 42.1 (2014): 78-108.

See Also

Vine copulas for a tree structure vineCopula and kendallDistribution for details on the Kendall distribution.

Examples

showClass("hkCopula")

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