ClippedCov-class function

Class to calculate copula covariances from a time series with given levels.Calculates for each combination of levels $(tau1,tau2)$and for all $k<maxLag$ the copula covariances $Cov(Ind{X0<tau1},Ind{Xk<tau2})$and writes it to values[k] from its superclass LagOperator.