fitCopula-class: Classes of Fitted Multivariate Models: Copula, Mvdc
Description
Classes and summary methods related to copula model fitting.
Arguments
Objects from the Class
Objects can be created by calls to fitCopula or
fitMvdc, respectively or to their summary methods.
Extends
Classes "fitCopula" and "fitMvdc" extend class
"fittedMV", directly.
References
Genest, C., Ghoudi, K., and Rivest, L.-P. (1995). A semiparametric
estimation procedure of dependence parameters in multivariate
families of distributions. Biometrika82, 543--552.