copula (version 0.999-19)

empCopula-class: Class "empCopula" of Empirical Copulas

Description

Empirical Copula class.

Arguments

Objects from the Class

Created by calls of the form new("empCopula", ...) or rather typically by empCopula() based on a matrix X of pseudo-observations. Smoothing options are available, see there.

Slots

X:

matrix of pseudo-observations based on which the empirical copula is constructed.

smoothing:

character string determining the smoothing method.

offset:

numeric giving the shift in the normalizing factor for computing the empirical copula.

% FIXME: % length 1 or 2 ?!
ties.method:

a string indicating rank()'s ties method for computing the empirical copula.

See Also

The class constructor are empCopula(), also for examples.