Class "tawn3pCopula"

Description

S4-Class representing the three parameter Tawn Copula family.

Objects from the Class

Objects can be created by calls of the form new("tawn3pCopula", ...) or more likely with the help of the constructor tawn3pCopula.

Slots

exprdist:

Object of class "expression" defining the cdf and pdf of the copula.

dimension:

Object of class "integer" defining the dimension (currently fixed at 2.)

parameters:

Object of class "numeric" providing the three parameters.

param.names:

Object of class "character" giving the names of the parameters.

param.lowbnd:

Object of class "numeric" defining the lower bounds of the three parameters.

param.upbnd:

Object of class "numeric" defining the upper bounds of the three parameters.

fullname:

Object of class "character" providing a descriptive name for the copula family.

Extends

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

Methods

A

signature(copula = "tawn3pCopula"): ...

dAdu

signature(copula = "tawn3pCopula"): ...

dCopula

signature(u = "matrix", copula = "tawn3pCopula"): ...

dCopula

signature(u = "numeric", copula = "tawn3pCopula"): ...

fitCopula

signature(copula = "tawn3pCopula"): ...

pCopula

signature(u = "matrix", copula = "tawn3pCopula"): ...

pCopula

signature(u = "numeric", copula = "tawn3pCopula"): ...

rCopula

signature(n = "numeric", copula = "tawn3pCopula"): ...

Author(s)

Benedikt Graeler

See Also

tawnCopula for a symmetric one parameter, tawnT1Copula and tawnT2Copula for asymmetric two-parameter sub-families of the Tawn copula family.

Examples

1
showClass("tawn3pCopula")

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