mvdc-class

dim,mvdc-method

show,mvdc-method

Class representing multivariate distributions constructed
  using Sklar's theorem.

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

mvdc-class function

Objects are typically created by <code><a href="/link/mvdc?package=copula&version=0.999-7" rd-options="" data-mini-rdoc="copula::mvdc">mvdc</a>()</code>, or
  can be created by calls of the form <code>new("mvdc", ...)</code>.

mvdc-class: Class "mvdc"

Description

Arguments

Objects from the Class

See Also