rnacModel {copula} | R Documentation |
Random nacopula Model
Description
Randomly construct a nested Archimedean copula model,
Usage
rnacModel(family, d, pr.comp, rtau0 = function() rbeta(1, 2,4),
order=c("random", "each", "seq"), digits.theta = 2)
Arguments
family |
the Archimedean family |
d |
integer >=2; the dimension |
pr.comp |
probability of a direct component on each level |
rtau0 |
a |
order |
string indicating how the component IDs are selected. |
digits.theta |
integer specifying the number of digits to round the theta values. |
Value
an object of outer_nacopula
.
See Also
rnacopula
for generating d
-dimensional
observations from an (outer) nacopula
, e.g., from
the result of rnacModel()
.
Examples
## Implicitly tests the function {with validity of outer_nacopula ..}
set.seed(11)
for(i in 1:40) {
m1 <- rnacModel("Gumbel", d=sample(20:25, 1), pr.comp = 0.3,
rtau0 = function() 0.25)
m2 <- rnacModel("Joe", d=3, pr.comp = 0.1, order="each")
mC <- rnacModel("Clayton", d=20, pr.comp = 0.3,
rtau0 = function() runif(1, 0.1, 0.5))
mF <- rnacModel("Frank", d=sample(20:25, 1), pr.comp = 0.3, order="seq")
}
[Package copula version 1.1-3 Index]