vineCopula-class: Class "vineCopula"
Description
A class representing vine copulas in a object oriented implementations. Many functions go back to the package VineCopula-packageObjects from the Class
Objects can be created by calls of the form new("vineCopula", ...) or through the function vineCopula.Extends
Class "copula", directly.
Class "Copula", by class "copula", distance 2.Methods
No additional methods yet, but uses e.g. dCopula, pCopula, rCopula and rCopula as any other copula. Via the method argument in fitCopula, control over the fit of the RVine can be taken via entries StructureSelect, indeptest and familyset. See RVineCopSelect and RVineStructureSelect for further details on the underlying functions. Missing entries are treated as default values, i.e. StructureSelect=FALSE, indeptest=FALSE and familyset=NAReferences
Aas, K., C. Czado, A. Frigessi, and H. Bakken (2009). Pair-copula constructions of multiple dependence Insurance: Mathematics and Economics 44 (2), 182-198.