R: Class "empCopula" of Empirical Copulas

empCopula-class {copula} | R Documentation

## Class "empCopula" of Empirical Copulas

### Description

Empirical Copula class.

### Objects from the Class

Created by calls of the form `new("empCopula", ...)` or rather typically by `empCopula()` based on a matrix `X` of pseudo-observations. Smoothing options are available, see there.

### Slots

`X`:

  `matrix` of pseudo-observations based on which the empirical copula is constructed.

`smoothing`:

  `character` string determining the smoothing method.

`offset`:

  `numeric` giving the shift in the normalizing factor for computing the empirical copula.

`ties.method`:

  a string indicating `rank()`'s ties method for computing the empirical copula.

### See Also

The class constructor are `empCopula()`, also for examples.

[Package copula version 1.0-1 Index]