copula (version 0.999-15)

ellipCopula-class: Class "ellipCopula" of Elliptical Copulas

Description

Copulas generated from elliptical multivariate distributions, notably Normal- and t-copulas (of specific class "normalCopula" or "tCopula", respectively).

Objects from the Class

Objects are typically created by ellipCopula(), normalCopula(), or tCopula().

Slots

Extends

Class "ellipCopula" extends class "copula" directly. Classes "normalCopula" and "tCopula" extend "ellipCopula" directly.

Methods

Many methods are available, notably dCopula, pCopula, and rCopula. Use, e.g., methods(class = "tCopula") to find others.

See Also

ellipCopula which also documents tCopula() and normalCopula(); copula-class.