Clayton: Construction of an Archimedean Copula Class Object

Description Usage Arguments Value Author(s)

Description

Constructs a Clayton Archimedean copula object with a given parameter and dimension.

Usage

1
Clayton(param, dim = 2L, density = FALSE)

Arguments

param

the parameter of the copula.

dim

the dimension of the copula (>= 2), which is, by default, 2.

density

logical. Should the expression of the density of the copula be computed?

Value

An archm S4 class object.

Author(s)

Simon-Pierre Gadoury


Spgadou/nCopula documentation built on May 9, 2019, 1:53 p.m.