Description Objects from the Class Slots Extends Methods Author(s) References See Also Examples
An object representation of Hierarchical Kendall Copulas
Objects can be created by calls of the form new("hkCopula", ...)
and via the simplified constructor hkCopula
.
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.
Class "copula"
, directly.
Class "parCopula"
, by class "copula", distance 2.
Class "Copula"
, by class "copula", distance 3.
No methods defined with class "hkCopula" in the signature.
Benedikt Graeler
Brechmann, Eike Christian. "Hierarchical Kendall copulas: Properties and inference." Canadian Journal of Statistics 42.1 (2014): 78-108.
Vine copulas for a tree structure vineCopula
and kendallDistribution
for details on the Kendall distribution.
1 | showClass("hkCopula")
|
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