fitCopula-class

fitMvdc-class

summaryFitCopula-class

summaryFitMvdc-class

Classes and summaries related to copula model fitting.

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

fitCopula-class function

Objects can be created by calls to <code>fitCopula</code>, <code>fitMvdc</code>
  or to their <code>summary</code> method.

fitCopula-class: Class "fitCopula"

Description

Arguments

Objects from the Class

References