empCopula-class: Class "empCopula" of Empirical Copulas

In copula: Multivariate Dependence with Copulas

Class "empCopula" of Empirical Copulas

Description

Empirical Copula class.

Objects from the Class

Created by calls of the form new("empCopula", ...) or rather typically by empCopula() based on a matrix X of pseudo-observations. Smoothing options are available, see there.

Slots

X:

matrix of pseudo-observations based on which the empirical copula is constructed.

smoothing:

character string determining the smoothing method.

offset:

numeric giving the shift in the normalizing factor for computing the empirical copula.

ties.method:

a string indicating rank()'s ties method for computing the empirical copula.

See Also

The class constructor are empCopula(), also for examples.

copula documentation built on April 24, 2025, 3 a.m.