copula (version 1.1-6)

mixCopula-class: Class "mixCopula" of Copula Mixtures

Description

The class "mixCopula" is the class of all finite mixtures of copulas.

These are given by (a list of) \(m\) “arbitrary” copulas, and their respective \(m\) non-negative probability weights.

Objects from the Class

Objects are typically created by mixCopula().

Slots

w:

Object of class "mixWeights", basically a non-negative numeric vector of length, say \(m\), which sums to one.

cops:

Object of class "parClist", a list of (parametrized) copulas, "parCopula".

Extends

Class "parCopula", directly. Class "Copula", by class "parCopula", distance 2.

Methods

dim

signature(x = "mixCopula"): dimension of copula.

rho

signature(x = "mixCopula"): Spearman's rho of copula x.

lambda

signature(x = "mixCopula"): lower and upper tail dependecies lambda, \((\lambda[L],\lambda[U])\), of the mixture copula.

See Also

mixCopula for creation and examples.

Examples

showClass("mixCopula")