Class "vineCopula"

A class representing vine copulas in a object oriented implementations. Many functions go back to the package VineCopula-package

Objects from the Class

Objects can be created by calls of the form new("vineCopula", ...) or through the function vineCopula.

References

Aas, K., C. Czado, A. Frigessi, and H. Bakken (2009). Pair-copula constructions of multiple dependence Insurance: Mathematics and Economics 44 (2), 182-198.

See also

RVineMatrix from package VineCopula-package

Author

Benedikt Graeler

Examples

showClass("vineCopula")
#> Found more than one class "vineCopula" in cache; using the first, from namespace 'VC2copula'
#> Also defined by ‘VineCopula’
#> Found more than one class "vineCopula" in cache; using the first, from namespace 'VC2copula'
#> Also defined by ‘VineCopula’
#> Class "vineCopula" [package "VC2copula"]
#> 
#> Slots:
#>                                                                        
#> Name:       copulas    dimension          RVM   parameters  param.names
#> Class:         list      integer  RVineMatrix      numeric    character
#>                                              
#> Name:  param.lowbnd  param.upbnd     fullname
#> Class:      numeric      numeric    character
#> 
#> Extends: 
#> Class "copula", directly
#> Class "dimCopula", by class "copula", distance 2
#> Class "parCopula", by class "copula", distance 2
#> Class "Copula", by class "copula", distance 3