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cylcop (version 0.2.0)

cyl_rot_combine-class: An S4 Class of Circular-Linear Copulas generated from Linear Combinations of Copulas

Description

This class contains bivariate circular-linear copulas, generated from linear-linear bivariate 'Copula' objects of the package 'copula', by taking the arithmetic mean of the original copula and the 90 deg rotated copula. This results in copulas that are periodic in the circular dimension, u, and symmetric with respect to \(u=0.5\), i.e. positive and negative angles.

Arguments

Slots

name

character string holding the name of the copula.

parameters

numeric vector holding the parameter values.

param.names

character vector 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.

orig.cop

linear-linear 2-dimensional 'Copula' object of the package 'copula'.

shift

logical value indicating whether the (u-periodic) copula should be shifted by 0.5 in u direction.

Objects from the Class

Objects are created by cyl_rot_combine().

Extends

Class 'cyl_rot_combine' extends class 'Copula'.

References

Nelsen2006cylcop

Hodelapplcylcop

Hodelmethodcylcop