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cylcop (version 0.2.0)

cyl_vonmises-class: An S4 Class of Bivariate von Mises Copulas

Description

This class contains circular-linear copulas that are based on the approach by Johnson1978;textualcylcop with a von Mises periodic function. They are periodic in the circular dimension, u, but not symmetric with respect to \(u=0.5\) i.e. there is no symmetry between 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 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.

flip

logical value indicating whether the copula should be rotated 90 degrees to capture negative correlation.

Objects from the Class

Objects are created by cyl_vonmises().

Extends

Class 'cyl_vonmises' extends class 'cyl_copula'.

References

Johnson1978cylcop

Hodelapplcylcop

Hodelmethodcylcop