cqsCopula-class: Class '"cqsCopula"'

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

Description

A class representing a symmetric copula family with cubic and quadratic sections (Nelsen 2006).

Objects from the Class

Objects can be created by calls of the form new("cqsCopula", ...) or by the function cqsCopula.

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

fixed:

Object of class "character": denoting whether parameter "a" or "b" shall be kept fixed an empty character otherwise.

Extends

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

Methods

dduCopula

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

dduCopula

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

ddvCopula

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

ddvCopula

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

fitCopula

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

invdduCopula

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

invddvCopula

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

Author(s)

Benedikt Graeler

References

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

See Also

See also asCopula and copula.

Examples

showClass("cqsCopula")

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