copula (version 0.999-19)

fgmCopula-class: Class "fgmCopula"

Description

Multivariate Multiparameter Farlie-Gumbel-Morgenstern Copula.

Objects from the Class

Objects can be created by calls of the form new("fgmCopula", ...).

Slots

exprdist:

Object of class "expression", expressions for the cdf and pdf of the copula. These expressions are used in function pCopula() and dCopula().

subsets.char:

Object of class "character", containing the subsets of integers used for naming the parameters.

dimension:

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

parameters:

Object of class "numeric", parameter values.

param.names:

Object of class "character", parameter names.

param.lowbnd:

Object of class "numeric", parameter lower bound.

param.upbnd:

Object of class "numeric", parameter upper bound.

fullname:

Object of class "character", family names of the copula (deprecated).

Methods

dCopula

signature(copula = "fgmCopula"): ...

pCopula

signature(copula = "fgmCopula"): ...

rCopula

signature(copula = "fgmCopula"): ...

Extends

Class "fgmCopula" extends class "'>copula" directly.

References

Nelsen, R. B. (2006), An introduction to Copulas, Springer, New York.

See Also

copula-class, fgmCopula-class.