trunCopula-class: Class '"trunCopula"'

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

Description

A representation of a truncated copula where mass below a truncation boundary is pushed on to the the boundary.

Objects from the Class

Objects can be created by calls of the form new("trunCopula", ...). Or via the simplified constructor trunCopula.

Slots

trunFamily:

Object of class "copula" of the underlying continuous copula.

contPar:

Object of class "numeric" between 1 and infintiy defining the power 'p' of the truncation boundary 'u^p'.

.tools:

Object of class "list" containing a couple of helper functions that are assigned via the constructor.

dimension:

Object of class "integer" giving the dimesnion (currently only 2).

parameters:

Object of class "numeric" representing the continuous copula parameters and the power 'p' as of 'contPar'.

param.names:

Object of class "character" giving the parameter names.

param.lowbnd:

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

param.upbnd:

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

fullname:

Object of class "character" <deprecated>.

Extends

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

Methods

fitCopula

signature(copula = "trunCopula", data = "matrix"): ...

qCopula_v

signature(copula = "trunCopula", p = "numeric", v = "numeric"): ...

rCopula_y

signature(y = "numeric", copula = "trunCopula"): ...

Author(s)

Benedikt Graeler

Examples

showClass("trunCopula")

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