evCopula-class

galambosCopula-class

huslerReissCopula-class

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. Independence tests among random variables and random vectors based on the empirical copula process.

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copula

Multivariate Dependence with Copula

evCopula-class function

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

Objects from the Class

Class <code>"evCopula"</code> extends class <code>"copula"</code> directly.
  Class <code>"galambosCopula"</code> and <code>"huslerReissCopula"</code>
  extends class <code>"evCopula"</code> directly.

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evCopula-class: Class "evCopula"

Description

Arguments

Objects from the Class

Extends

See Also