Class "mixtureCopula"

Description

The mixtureCopula contains two copulas that are combined in a convex manner to a new copula.

Objects from the Class

Objects can be created by calls of the form new("mixtureCopula", ...) or by calling the constructor mixtureCopula.

Slots

memberCops:

Object of class "list": holding the copulas used in the convex combination.

dimension:

Object of class "integer": the dimension of both input and the resulting copula.

parameters:

Object of class "numeric": the set of parameters for the first and second copula as well as the mixing coefficient.

param.names:

Object of class "character": names of all parameters.

param.lowbnd:

Object of class "numeric": lower bounds of all parameters.

param.upbnd:

Object of class "numeric": upper bounds of all parameters.

fullname:

Object of class "character": the name of the copula.

Extends

Class "copula", directly. Class "parCopula", by class "copula", distance 2. Class "Copula", by class "copula", distance 3.

Methods

dduCopula

signature(u = "ANY", copula = "mixtureCopula"): ...

ddvCopula

signature(u = "ANY", copula = "mixtureCopula"): ...

fitCopula

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

invdduCopula

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

invddvCopula

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

Author(s)

Benedikt Graeler

Examples

1
showClass("mixtureCopula")

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