allComp {copula} | R Documentation |
All Components of a (Inner or Outer) Nested Archimedean Copula
Description
Given the nested Archimedean copula x
, return an integer vector
of the indices of all components of the corresponding
outer_nacopula
which are components of x
,
either direct components or components of possible child copulas. This
is typically only used by programmers investigating the exact nesting
structure.
For an outer_nacopula
object
x
, allComp(x)
must be the same as
1:dim(x)
, whereas its “inner” component copulas
will each contain a subset of those indices only.
Usage
allComp(x)
Arguments
x |
an R object inheriting from class |
Value
An integer
vector of indices j
of all components
u_j
as described in the description above.
Examples
C3 <- onacopula("AMH", C(0.7135, 1, C(0.943, 2:3)))
allComp(C3) # components are 1:3
allComp(C3@childCops[[1]]) # for the child, only (2, 3)
[Package copula version 1.1-3 Index]