Description

A copula is a multivariate distribution with uniform margins. The virtual class "Copula" is the mother (or “super class”) of all copula classes in the package copula which encompasses classes of the former packages nacopula and copula.

The virtual class "parCopula" extends "Copula" and is the super class of all copulas that can be fully parametrized and hence fitted to data. For these, at least the dim() method must be well defined.

The virtual class "dimCopula" extends "Copula" and has an explicit slot dimension, with corresponding trivial dim() method.

The virtual class "copula" extends bot "dimCopula" and "parCopula" and is the mother of all copula classes from former package copula. It has set of slots for (the dimension and) parameter vector, see below.

The virtual class "xcopula" extends "parCopula" and contains a slot copula; an (“actual”) class example are the rotated copulas, rotCopula.

Objects from the Class

Objects are typically created by are by tCopula(), evCopula(), etc.

Slots

Class "dimCopula" and its subclasses, notably "copula", have a slot

dimension:

an "integer" (of length 1), the copula dimension d.

Class "copula" (and its subclasses) have additional slots

parameters:

numeric vector of parameter values, can be NA (i.e., NA_real_).

param.names:

"character" vector of parameter names (and hence of the same length as parameters).

param.lowbnd:

lower bounds for the parameters, of class "numeric".

param.upbnd:

upper bounds for the parameters, of class "numeric".

fullname:

deprecated; object of class "character", family names of the copula.

Warning

This implementation is still at the experimental stage and is subject to change during the development.

Note

The "copula" class is extended by the evCopula, archmCopula, and ellipCopula classes. Instances of such copulas can be created via functions evCopula, archmCopula and ellipCopula.

"plackettCopula" and fgmCopula are special types of copulas which do not belong to either one of the three classes above.

See Also

Help for the (sub)classes archmCopula, ellipCopula, evCopula, and fgmCopula.

The Archimedean and nested Archimedean classes (from former package nacopula), with a more extensive list of slots (partly instead of methods), acopula, and nacopula.

Examples