copula (version 0.6-1)

evCopula: Construction of Extreme Value Copula Class Object

Description

Constructs an extreme value copula class object with its corresponding parameter.

Usage

evCopula(family, param, dim = 2, ...)
galambosCopula(param)
huslerReissCopula(param)

Arguments

family

a character string specifying the family of an extreme value copula. Implemented families are "galambos" and "gumbel".

param

a numeric vector specifying the parameter values.

dim

the dimension of the copula.

...

currently nothing.

Value

• An extreme value copula object of class "galambosCopula" "gumbelCopula", or "huslerReissCopula".

See Also

ellipCopula, archmCopula

Examples

gumbel.cop <- evCopula("gumbel", param=2)
contour(gumbel.cop, dcopula)
galambos.cop <- galambosCopula(2)
contour(galambos.cop, dcopula)