CopulaeClass {fCopulae} | R Documentation |
A collection and description of functions to specify the
copula class and to investigate bivariate Frechet copulae.
The class representation and methods are:
fCOPULA | representation for an S4 object of class "fCOPULA", |
show | S4 print method. |
Frechet Copulae:
pfrechetCopula | computes Frechet copula probability. |
## S4 method for signature 'fCOPULA': show(object) pfrechetCopula(u = 0.5, v = u, type = c("m", "pi", "w"), output = c("vector", "list"))
object |
[show] - an S4 object of class "fCOPULA" .
|
output |
[*frechetCopula] - output - a character string specifying how the output should be formatted. By default a vector of the same length as u
and v . If specified as "list" then u and
v are expected to span a two-dimensional grid as outputted
by the function grid2d and the function returns a list with
elements $x , y , and z which can be directly
used for example by 2D plotting functions.
|
type |
[*frechetCopula] - the type of the Frechet copula. A character string selected from: "m" , "pi" , or "w" .
|
u, v |
two numeric values or vectors of the same length at which
the copula will be computed. If u is a list then the
the $x and $y elements will be used as u
and v . If u is a two column matrix then the
first column will be used as u and the the second
as v .
|
The function pfrechetCopula
returns a numeric matrix of
probabilities computed at grid positions u
|v
. The
arguments u
and v
are two single values or two
numeric vectors of the same length. If v
is not specified
then the same values are taken as for u
. Alternatively,
u
may be given as a two column vector or as a list with
two entries as vectors. The first column or entry is taken as
u
and the second as v
.
The print method show
returns an S4 object of
class "fCOPULA"
. The object contains the following slots:
@call |
the function call. |
@copula |
the name of the copula. |
@param |
a list whose elements specify the model parameters of the copula. |
@title |
a character string with the name of the copula. This can be overwritten specifying a user defined input argument. |
@description |
a character string with an optional user defined description. By default just the current date will be returned. |
The function pfrechetCopula
returns a numeric vector of
probabilities. An attribute named "control"
is added
which returns the name of the Frechet copula.
Diethelm Wuertz for the Rmetrics R-port.
## fCOPULA - getClass("fCOPULA") ## pcopula - # The Frechet Copula - m: pfrechetCopula(0.5) pfrechetCopula(0.25, 0.75) pfrechetCopula(runif(5)) grid2d() pfrechetCopula(grid2d())