copula (version 0.999-19)

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

dispstr:

"character" string indicating how the dispersion matrix is parameterized; one of "ex", "ar1", "toep", or "un", see the dispstr argument of ellipCopula().

dimension:

Object of class "numeric", dimension of the copula.

parameters:

a numeric, (vector of) the parameter value(s).

param.names:

character vector with names for the parameters slot, of the same length.

param.lowbnd:

numeric vector of lower bounds for the parameters slot, of the same length.

param.upbnd:

upper bounds for parameters, analogous to parm.lowbnd.

fullname:

deprecated; object of class "character", family names of the copula.

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.