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copula

plackettCopula-class

Class "plackettCopula" of Plackett Copulas

Description

The Plackett copula class.

Objects from the Class

Objects can be created by new("plackettCopula", ...) but are typically produced by plackettCopula(alpha).

Slots

dimension:

Numeric (scalar), the dimension of the copula.

exprdist:

a length two expression with expressions for the CDF and PDF of the copula.

parameters:

a number (numeric vector of length one) specifying the non negative parameter.

param.names:

the "character" string "alpha".

param.lowbnd:

the number 0.

param.upbnd:

the number Inf.

fullname:

(deprecated; do not use!)

Methods

Typical copula methods work, see "plackettCopula" and use methods(class = "plackettCopula").

Extends

Class "plackettCopula" extends class "copula" directly.

References

Nelsen, R. B. (2006), An introduction to Copulas, Springer, New York.

See Also

Examples

str(plackettCopula())

plackettCopula()@exprdist[["cdf"]]
methods(class = "plackettCopula")
contourplot2(plackettCopula(7), pCopula)
wireframe2(plackettCopula(5), dCopula, main= "plackettCopula(5)")
copula

Multivariate Dependence with Copulas

v1.0-1
GPL (>= 3) | file LICENCE
Authors
Marius Hofert [aut] (<https://orcid.org/0000-0001-8009-4665>), Ivan Kojadinovic [aut] (<https://orcid.org/0000-0002-2903-1543>), Martin Maechler [aut, cre] (<https://orcid.org/0000-0002-8685-9910>), Jun Yan [aut] (<https://orcid.org/0000-0003-4401-7296>), Johanna G. Nešlehová [ctb] (evTestK(), <https://orcid.org/0000-0001-9634-4796>), Rebecca Morger [ctb] (fitCopula.ml(): code for free mixCopula weight parameters)
Initial release
2020-12-07

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