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>"<links4class>archmCopula</links4class>"</code>.

classes

Classes (S4) of commonly used elliptical, Archimedean,
        extreme value and some more copula families.  Methods for
        density, distribution, random number generation, bivariate
        dependence measures, perspective and contour plots.  Fitting
        copula models including variance estimates.  Independence and
        serial (univariate and multivariate) independence tests, and
        other copula related tests.  Goodness-of-fit tests for copulas
        based on multipliers, the parametric bootstrap with several
        transformation options.  Merged former package 'nacopula' for
        nested Archimedean copulas: Efficient sampling algorithms,
        various estimators, goodness-of-fit tests and related tools and
        special functions.

Martin Maechler

copula

Multivariate Dependence with Copulas

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 href="/link/galambosCopula?package=copula&version=0.999-7" rd-options="" data-mini-rdoc="copula::galambosCopula">galambosCopula</a>()</code>, etc, see there.

Objects from the Class

All slots are inherited from the mother class
  <code>"<links4class>copula</links4class>"</code>, see there.

Slots

Class <code>"evCopula"</code> extends class <code>"<links4class>copula</links4class>"</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

Extends

See Also