fgmCopula-class

Multivariate multiparameter Farlie-Gumbel-Morgenstern
  copula.

classes

Classes (S4) of commonly used copulas including elliptical
        (normal and t), Archimedean (Clayton, Gumbel, Frank, and
        Ali-Mikhail-Haq), extreme value (Gumbel, Husler-Reiss,
        Galambos, Tawn, and t-EV), and other families (Plackett and
        Farlie-Gumbel-Morgenstern). Methods for density, distribution,
        random number generation, bivariate dependence measures,
        perspective and contour plots. Functions for fitting copula
        models with variance estimate. Independence tests among random
        variables and random vectors. Serial independence tests for
        univariate and multivariate continuous time series.
        Goodness-of-fit tests for copulas based on multipliers and on
        the parametric bootstrap. Tests of extreme-value dependence.

Jun Yan

copula

Multivariate dependence with copulas

fgmCopula-class function

Objects can be created by calls of the form <code>new("fgmCopula",
    ...)</code>.

Objects from the Class

Class <code>"fgmCopula"</code> extends class <code>"copula"</code> directly.

fgmCopula-class: Class "fgmCopula"

Description

Arguments

Objects from the Class

Extends

References

See Also