Description Objects from the Class Slots Extends Methods Author(s) Examples
A representation of a truncated copula where mass below a truncation boundary is pushed on to the the boundary.
Objects can be created by calls of the form new("trunCopula", ...)
. Or via the simplified constructor trunCopula
.
trunFamily
:Object of class "copula"
of the underlying continuous copula.
contPar
:Object of class "numeric"
between 1 and infintiy defining the power 'p' of the truncation boundary 'u^p'.
.tools
:Object of class "list"
containing a couple of helper functions that are assigned via the constructor.
dimension
:Object of class "integer"
giving the dimesnion (currently only 2).
parameters
:Object of class "numeric"
representing the continuous copula parameters and the power 'p' as of 'contPar'.
param.names
:Object of class "character"
giving the parameter names.
param.lowbnd
:Object of class "numeric"
giving the parameter lower bounds.
param.upbnd
:Object of class "numeric"
giving the parameter upper bounds.
fullname
:Object of class "character"
<deprecated>.
Class "copula"
, directly.
Class "parCopula"
, by class "copula", distance 2.
Class "Copula"
, by class "copula", distance 3.
signature(copula = "trunCopula", data = "matrix")
: ...
signature(copula = "trunCopula", p = "numeric", v = "numeric")
: ...
signature(y = "numeric", copula = "trunCopula")
: ...
Benedikt Graeler
1 | showClass("trunCopula")
|
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