evCopula-class

galambosCopula-class

huslerReissCopula-class

tawnCopula-class

tevCopula-class

Class <code>evCopula</code> is the virtual (mother) class of all
 extreme-value copulas. There currently are five subclasses,
 <code>"galambosCopula"</code>, <code>"huslerReissCopula"</code>,
 <code>"tawnCopula"</code>, <code>"tevCopula"</code>, and <code>"gumbelCopula"</code>,
 the latter of which is also an Archimedean copula, see the page for
 class <code>"<a href="/link/?package=copula&version=0.999-19" archmcopula'="" data-mini-rdoc="copula::"></a>'>archmCopula"</code>.

classes

copula

evCopula-class function

<code>evCopula</code> is a virtual class: No objects may be created from it.
 Objects of class <code>"galambosCopula"</code> etc, can be created by calls
 of the form <code>new("galambosCopula", ...)</code>, but typically rather by
 <code><a rd-options="" href="/link/galambosCopula?package=copula&version=0.999-19" data-mini-rdoc="copula::galambosCopula">galambosCopula</a>()</code>, etc, see there.

Objects from the Class

All slots are inherited from the mother class
 <code>"<a href="/link/?package=copula&version=0.999-19" copula'="" data-mini-rdoc="copula::"></a>'>copula"</code>, see there.

Slots

<dl class="dl-horizontal">
 <dt>dCopula</dt><dd><code>signature(copula = "galambosCopula")</code>: ...</dd>
 <dt>pCopula</dt><dd><code>signature(copula = "galambosCopula")</code>: ...</dd>
 <dt>rCopula</dt><dd><code>signature(copula = "galambosCopula")</code>: ...</dd>
 <dt>dCopula</dt><dd><code>signature(copula = "huslerReissCopula")</code>: ...</dd>
 <dt>pCopula</dt><dd><code>signature(copula = "huslerReissCopula")</code>: ...</dd>
 <dt>rCopula</dt><dd><code>signature(copula = "huslerReissCopula")</code>: ...</dd>
 </dl>

Methods

Class <code>"evCopula"</code> extends class <code>"<a href="/link/?package=copula&version=0.999-19" copula'="" data-mini-rdoc="copula::"></a>'>copula"</code>
 directly. Classes <code>"galambosCopula"</code>, <code>"huslerReissCopula"</code>,
 <code>"tawnCopula"</code>, and <code>"tevCopula"</code> extend class
 <code>"evCopula"</code> directly.

Extends

Class <code>evCopula</code> is the virtual (mother) class of all
 extreme-value copulas. There currently are five subclasses,
 <code>"galambosCopula"</code>, <code>"huslerReissCopula"</code>,
 <code>"tawnCopula"</code>, <code>"tevCopula"</code>, and <code>"gumbelCopula"</code>,
 the latter of which is also an Archimedean copula, see the page for
 class <code>"<a href='<a href='archmCopula'></a>'>archmCopula</a>"</code>.

Classes Representing Extreme-Value Copulas — evCopula-class

<code>evCopula</code> is a virtual class: No objects may be created from it.
 Objects of class <code>"galambosCopula"</code> etc, can be created by calls
 of the form <code>new("galambosCopula", ...)</code>, but typically rather by
 <code><a rd-options='' href='galambosCopula'>galambosCopula</a>()</code>, etc, see there.

All slots are inherited from the mother class
 <code>"<a href='<a href='copula'></a>'>copula</a>"</code>, see there.

<dl class='dl-horizontal'>
 <dt>dCopula</dt><dd><code>signature(copula = "galambosCopula")</code>: ...</dd>
 <dt>pCopula</dt><dd><code>signature(copula = "galambosCopula")</code>: ...</dd>
 <dt>rCopula</dt><dd><code>signature(copula = "galambosCopula")</code>: ...</dd>
 <dt>dCopula</dt><dd><code>signature(copula = "huslerReissCopula")</code>: ...</dd>
 <dt>pCopula</dt><dd><code>signature(copula = "huslerReissCopula")</code>: ...</dd>
 <dt>rCopula</dt><dd><code>signature(copula = "huslerReissCopula")</code>: ...</dd>
 </dl>

Class <code>"evCopula"</code> extends class <code>"<a href='<a href='copula'></a>'>copula</a>"</code>
 directly. Classes <code>"galambosCopula"</code>, <code>"huslerReissCopula"</code>,
 <code>"tawnCopula"</code>, and <code>"tevCopula"</code> extend class
 <code>"evCopula"</code> directly.

evCopula-class: Classes Representing Extreme-Value Copulas

Description

Arguments

Objects from the Class

Slots

Methods

Extends

See Also