nacopula-class {copula} | R Documentation |
Class "nacopula" of Nested Archimedean Copulas
Description
Class of nested Archimedean Copulas, "nacopula"
,
and its specification "outer_nacopula"
differ only by the validation method, which is stricter for the
outer(most) copula (the root copula).
Objects from the Class
Objects can be created by calls of the form new("nacopula", ...)
,
which is only intended for experts. Root copulas are typically constructed by
onacopula(.)
.
Slots
copula
:an object of class
"acopula"
, denoting the top-level Archimedean copula of the nested Archimedean copula, that is, the root copula.comp
:an
integer
vector (possibly of length 0) of indices of components in1:d
which are not nested Archimedean copulas. Here,d
denotes the dimension of the random vectors under consideration; see thedim()
method below.childCops
:a (possibly empty)
list
of further nested Archimedean copulas (child copulas), that is, objects of class"nacopula"
. The"nacopula"
objects therefore contain"acopula"
objects as special cases.
Methods
- dim
signature(x = "nacopula"):
returns the dimensiond
of the random vectorU
followingx
.- show
signature("nacopula"):
callingprintNacopula
for a compact overview of the nested Archimedean copula under consideration.
See Also
onacopula
for building (outer) "nacopula" objects. For the
class definition of the copula
component, see
acopula
.
Examples
## nacopula and outer_nacopula class information
showClass("nacopula")
showClass("outer_nacopula")
## Construct a three-dimensional nested Frank copula with parameters
## chosen such that the Kendall's tau of the respective bivariate margins
## are 0.2 and 0.5.
theta0 <- copFrank@iTau(.2)
theta1 <- copFrank@iTau(.5)
C3 <- onacopula("F", C(theta0, 1, C(theta1, c(2,3))))
C3 # displaying it, using show(C3); see help(printNacopula)
## What is the dimension of this copula?
dim(C3)
## What are the indices of direct components of the root copula?
C3@comp
## How does the list of child nested Archimedean copulas look like?
C3@childCops # only one child for this copula, components 2, 3