vineCopula-class

fitCopula,vineCopula-method

<p>A class representing vine copulas in a object oriented implementations. Many
functions go back to the package <code>VineCopula-package</code></p>

classes

Provides new classes for (rotated) BB1, BB6, BB7, BB8, and
Tawn copulas, extends the existing Gumbel and Clayton families with
rotations, and allows to set up a vine copula model using the 'copula' API.
Corresponding objects from the 'VineCopula' API can easily be converted.

Thomas Nagler

VC2copula

Extend the 'copula' Package with Families and Models from
'VineCopula'

Benedikt Graeler

vineCopula-class function

<p>Objects can be created by calls of the form
<code>new("vineCopula", ...)</code> or through the function
<code>vineCopula</code>.</p>

Objects from the Class

Author

Class "vineCopula" — vineCopula-class

Class <code>"vineCopula"</code>

vineCopula-class: Class `"vineCopula"`

Description

Arguments

Objects from the Class

Author

References

See Also

Examples