Class: distribution.multivariate.copual.class

Class for copula distributions

Super classes

R6.class.class -> distribution.abstract.class -> distribution.multivariate.class -> distribution.multivariate.copula.class

Active bindings

interfaces

The list of available class interfaces.

mean

the means of each variable

sd

the standard deviation of each variable

var

the variance of variable

distributions

the univariate distributions in the copula

copula

the multivariate copula distribution generating the correlation between random variables

Methods

Public methods

• distribution.multivariate.copula.class$new()

• distribution.multivariate.copula.class$r()

• distribution.multivariate.copula.class$clone()

Inherited methods

• distribution.abstract.class$d()
• distribution.abstract.class$p()
• distribution.abstract.class$q()

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distribution.multivariate.copula.class$new()

Create a new object of class distribution.multivaraite.copula.class

Usage

distribution.multivariate.copula.class$new(distributions, copula)

Arguments

distributions

the univariate distributions in the copula

copula

the multivariate copula distribution generating the correlation between random variables

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distribution.multivariate.copula.class$r()

Generates random deviates of a multivariate normal with rate params$rate.

Usage

distribution.multivariate.copula.class$r(n)

Arguments

n

number of observations. If length( n ) > 1, the length is taken to be the number required.

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distribution.multivariate.copula.class$clone()

The objects of this class are cloneable with this method.

Usage

distribution.multivariate.copula.class$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.