copula (version 1.1-3)

fgmCopula-class: Class "fgmCopula" - Multivariate Multiparameter Farlie-Gumbel-Morgenstern Copulas

Description

The class of multivariate multiparameter Farlie-Gumbel-Morgenstern copulas are typically created via fgmCopula(..).

Objects from the Class

Objects are typically created by fgmCopula(..), or more low-level by (careful) calls to 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; to create such objects, use fgmCopula(); see there, also for examples.