copula-class {copula} | R Documentation

## Mother Classes "Copula", etc of all Copulas in the Package

### Description

A copula is a multivariate distribution with uniform margins. The virtual class `"Copula"` is the mother (or “super class”) of all copula classes in the package copula which encompasses classes of the former packages nacopula and copula.

The virtual class `"parCopula"` extends `"Copula"` and is the super class of all copulas that can be fully parametrized and hence fitted to data. For these, at least the `dim()` method must be well defined.

The virtual class `"copula"` extends `"parCopula"` and is the mother of all copula classes from former package copula. It has set of slots for the dimension and parameter vector, see below.

The virtual class `"xcopula"` extends `"parCopula"` and contains a slot `copula`; an (“actual”) class example are the rotated copulas, `rotCopula`.

### Objects from the Class

Objects are typically created by are by `tCopula()`, `evCopula()`, etc.

Note that the virtual class `"Copula"`, is simply the union (see `setClassUnion`) of the two classes `"copula"` and `"nacopula"`.

### Slots

Class `"copula"` (and all its subclasses) have slots

`dimension`:

  an `"integer"` (of length 1), the copula dimension d.

`parameters`:

  `"numeric"` vector of parameter values, can be NA (i.e., `NA_real_`).

`param.names`:

  `"character"` vector of parameter names (and hence of the same length as `parameters`).

`param.lowbnd`:

  lower bounds for the parameters, of class `"numeric"`.

`param.upbnd`:

  upper bounds for the parameters, of class `"numeric"`.

`fullname`:

  Object of class `"character"`, family names of the copula.

### Warning

This implementation is still at the experimental stage and is subject to change during the development.

### Note

The `"copula"` class is extended by the `"evCopula"`, `"archmCopula"`, and `"ellipCopula"` classes. Instances of such copulas can be created via functions `evCopula`, `archmCopula` and `ellipCopula`.

`"plackettCopula"` and `"fgmCopula"` are special types of copulas which do not belong to either one of the three classes above.

### See Also

Help for the (sub)classes `archmCopula`, `ellipCopula`, `evCopula`, and `fgmCopula`.

The Archimedean and nested Archimedean classes (from former package nacopula), with a more extensive list of slots (partly instead of methods), `acopula`, and `nacopula`.

### Examples

    hc <- evCopula("husler", 1.25)
    dim(hc)
    smoothScatter(u <- rCopula(2^11, hc))
    lambda   (hc)
    tau (hc)
    rho(hc)
    str(hc)

[Package copula version 0.999-15 Index]