Description

Archimedean copula class.

Objects from the Class

Created by calls of the form new("archmCopula", ...) or rather typically by archmCopula(). Implemented families are Clayton, Gumbel, Frank, Joe, and Ali-Mikhail-Haq.

Slots

exprdist:

Object of class "expression": expressions of the cdf and pdf of the copula. These expressions are used in function pCopula and dCopula.

dimension, parameters, etc:

all inherited from the super class copula.

Methods

dCopula

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

pCopula

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

rCopula

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

dCopula

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

pCopula

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

rCopula

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

dCopula

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

pCopula

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

rCopula

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

dCopula

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

pCopula

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

rCopula

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

dCopula

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

pCopula

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

rCopula

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

Extends

Class "archmCopula" extends class "copula" directly. Class "claytonCopula", "frankCopula", "gumbelCopula", "amhCopula" and "joeCopula" extends class "archmCopula" directly.

Note

"gumbelCopula" is also of class "evCopula".

See Also

archmCopula, for constructing such copula objects; copula-class.