asCopula-class: Class '"asCopula"'

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

Description

A class representing an asymmetric copula family with cubic and quadratic sections (Nelsen 2006).

Objects from the Class

Objects can be created by calls of the form new("asCopula", ...).

Slots

dimension:

Object of class "integer": defining the dimension of the copula.

parameters:

Object of class "numeric": a vector of length 2 providing parameters a and b.

param.names:

Object of class "character": the names of the parameters ("a", "b")

param.lowbnd:

Object of class "numeric" giving the lower bounds of the parameters.

param.upbnd:

Object of class "numeric" giving the upper bounds of the parameters.

fullname:

Object of class "character" the descriptive full name of the copula

Extends

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

Methods

dduCopula

signature(u = "matrix", copula = "asCopula"): ...

dduCopula

signature(u = "numeric", copula = "asCopula"): ...

ddvCopula

signature(u = "matrix", copula = "asCopula"): ...

ddvCopula

signature(u = "numeric", copula = "asCopula"): ...

fitCopula

signature(copula = "asCopula"): ...

invdduCopula

signature(u = "numeric", copula = "asCopula", y = "numeric"): ...

invddvCopula

signature(v = "numeric", copula = "asCopula", y = "numeric"): ...

Author(s)

Benedikt Graeler

References

Example 3.16 in: Nelsen, Roger B. (2006): An Introduction to Copulas, second edition, Springer

See Also

See also cqsCopula and copula.

Examples

showClass("asCopula")

spcopula documentation built on May 2, 2019, 4:49 p.m.