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cylcop (version 0.2.0)

cyl_cubsec-class: An S4 Class of Bivariate Copulas with Cubic Sections

Description

This class contains bivariate circular-linear copulas with cubic sections in the linear dimension. They are periodic in the circular dimension, \(u\), and symmetric with respect to \(u=0.5\). Therefore, they can capture correlation in data where there is symmetry between positive and negative angles. These copulas are described by two parameters, a and b.

Arguments

Slots

name

character string holding the name of the copula.

parameters

numeric vector holding the parameter values.

param.names

character vector holding the parameter names.

param.lowbnd

numeric vector holding the lower bounds of the parameters.

param.upbnd

numeric vector holding the upper bounds of the parameters.

Objects from the Class

Objects are created by cyl_cubsec().

Extends

Class 'cyl_cubsec' extends class 'cyl_copula'.

References

Nelsen1997cylcop

Hodelapplcylcop

Hodelmethodcylcop