Description

The class of multivariate multiparameter Farlie-Gumbel-Morgenstern copulas are typically created via fgmCopula(..).

Objects from the Class

Objects are typically created by fgmCopula(..), or more low-level by (careful) calls to new("fgmCopula", ..).

Slots

exprdist:

Object of class "expression", expressions for the cdf and pdf of the copula. These expressions are used in function pCopula() and dCopula().

subsets.char:

Object of class "character", containing the subsets of integers used for naming the parameters.

dimension:

Object of class "numeric", the dimension of the copula.

parameters:

Object of class "numeric", parameter values.

param.names:

Object of class "character", parameter names.

param.lowbnd:

Object of class "numeric", parameter lower bound.

param.upbnd:

Object of class "numeric", parameter upper bound.

fullname:

Object of class "character", family names of the copula (deprecated).

Methods

dCopula

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

pCopula

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

rCopula

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

Extends

Class "fgmCopula" extends class "copula" directly.

Note

The verification of the validity of the parameter values is of high complexity and may not work for high dimensional copulas.

The random number generation needs to be properly tested, especially for dimensions higher than 2.

References

Nelsen, R. B. (2006), An introduction to Copulas, Springer, New York.

See Also

copula-class, fgmCopula-class; to create such objects, use fgmCopula(); see there, also for examples.