tawnT2Copula-class

dduCopula,matrix,tawnT2Copula-method

dduCopula,numeric,tawnT2Copula-method

ddvCopula,matrix,tawnT2Copula-method

ddvCopula,numeric,tawnT2Copula-method

surTawnT2Copula-class

dduCopula,matrix,surTawnT2Copula-method

dduCopula,numeric,surTawnT2Copula-method

ddvCopula,matrix,surTawnT2Copula-method

ddvCopula,numeric,surTawnT2Copula-method

r90TawnT2Copula-class

dduCopula,matrix,r90TawnT2Copula-method

dduCopula,numeric,r90TawnT2Copula-method

ddvCopula,matrix,r90TawnT2Copula-method

ddvCopula,numeric,r90TawnT2Copula-method

r270TawnT2Copula-class

dduCopula,matrix,r270TawnT2Copula-method

dduCopula,numeric,r270TawnT2Copula-method

ddvCopula,matrix,r270TawnT2Copula-method

ddvCopula,numeric,r270TawnT2Copula-method

S4-class representation of the Tawn Copula family of type 2 and rotated versions there of.

classes

Tools for bivariate exploratory data analysis, bivariate copula selection and (vine) tree construction are provided. Vine copula models can be estimated either sequentially or by joint maximum likelihood estimation. Sampling algorithms and plotting methods are included. Data is assumed to lie in the unit hypercube (so-called copula data). For C- and D-vines links to the package 'CDVine' are provided.

Thomas Nagler

VineCopula

Statistical Inference of Vine Copulas

tawnT2Copula-class function

Objects can be created by calls of the form <code>new("tawnT2Copula", ...)</code>, or through the explicit constructors <code><a href="/link/tawnT2Copula?package=VineCopula&version=1.6-1" rd-options="" data-mini-rdoc="VineCopula::tawnT2Copula">tawnT2Copula</a></code>, <code><a href="/link/surTawnT2Copula?package=VineCopula&version=1.6-1" rd-options="" data-mini-rdoc="VineCopula::surTawnT2Copula">surTawnT2Copula</a></code>, <code><a href="/link/r90TawnT2Copula?package=VineCopula&version=1.6-1" rd-options="" data-mini-rdoc="VineCopula::r90TawnT2Copula">r90TawnT2Copula</a></code> and <code><a href="/link/r270TawnT2Copula?package=VineCopula&version=1.6-1" rd-options="" data-mini-rdoc="VineCopula::r270TawnT2Copula">r270TawnT2Copula</a></code> respectively.

Objects from the Class

Class <code>"<links4class>copula</links4class>"</code>, directly.
Class <code>"<links4class>Copula</links4class>"</code>, by class "copula", distance 2.

Extends

Class <code>"tawnT2Copula"</code>

tawnT2Copula-class: Class `"tawnT2Copula"`

Description

Arguments

Objects from the Class

Extends

See Also

Examples