
"acopula"
of Archimedean Copula Families
is mainly used for providing objects of known Archimedean families
with all related functions.new("acopula", ...)
.
For several well-known copGumbel
.copAMH
, copClayton
, copFrank
,
copGumbel
, copJoe
.
To access these, you may also use getAcop
. A nested Archimedean copula without
child copulas (see class "
)
is a proper onacopula()
can be used to construct a specific
parametrized Archimedean copula; see the example below.
## acopula class information
showClass("acopula")
## Information and structure of Clayton copulas
copClayton
str(copClayton)
## What are admissible parameters for Clayton copulas?
copClayton@paraInterval
## Can two Clayton copulas with parameters theta0 and theta1 be nested?
## Case 1: theta0 = 3, theta1 = 2
copClayton@nestConstr(theta0 = 3, theta1 = 2)
## -> FALSE as the sufficient nesting criterion is not fulfilled
## Case 2: theta0 = 2, theta1 = 3
copClayton@nestConstr(theta0 = 2, theta1 = 3) # TRUE
## For more examples, see help("acopula-families")
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