fgmCopula-class

Multivariate multi-parameter Farlie-Gumbel-Morgenstern
  copula as defined in Nelsen (1999, p 87).

classes

Classes (S4) of commonly used copulas including elliptical, Archimidean, extreme value and Farlie-Gumbel-Morgenstern families. Methods for density, distribution, random number generators, bivariate association measures, persp, and contour. Functions for fitting copula models. Multivariate independence test based on the empirical copula process.

Jun Yan

copula

Multivariate Dependence with Copula

fgmCopula-class function

Objects can be created by calls of the form <code>new("fgmCopula",
    ...)</code>.

Objects from the Class

Class <code>"fgmCopula"</code> extends class <code>"copula"</code> directly.

fgmCopula-class: Class "fgmCopula"

Description

Arguments

Objects from the Class

Extends

References

See Also