VC2copula (version 0.1.5)

surClaytonCopula-class: Survival and rotated Clayton copula models

Description

A class representing rotated versions of the Clayton copula family (survival, 90 and 270 degree rotated).

Objects from the Class

Objects can be created by calls of the form new("surClaytonCopula", ...), new("r90ClaytonCopula", ...) and new("r270ClaytonCopula", ...) or by the function surClaytonCopula(), r90ClaytonCopula() and r270ClaytonCopula() respectively.

See Also

VineCopula-package()

Examples

library(copula)

persp(surClaytonCopula(.5), dCopula, zlim = c(0, 10))
persp(r90ClaytonCopula(-.5), dCopula, zlim = c(0, 10))
persp(r270ClaytonCopula(-.5), dCopula, zlim = c(0, 10))