setTheta {copula} | R Documentation |
Specify the Parameter(s) of a Copula
Description
Set or change the parameter \theta
(theta
) of
a copula. The name ‘theta’ has been from its use in (nested)
Archimedean copulas, where x
is of class
"acopula"
or
"outer_nacopula"
. This is used for constructing
copula models with specified parameter, as, for example, in
onacopula()
, or also gofCopula
.
Usage
setTheta(x, value, na.ok = TRUE, noCheck = FALSE, freeOnly = TRUE, ...)
## S4 method for signature 'acopula,ANY'
setTheta(x, value, na.ok = TRUE, noCheck = FALSE, freeOnly = TRUE, ...)
## S4 method for signature 'copula,ANY'
setTheta(x, value, na.ok = TRUE, noCheck = FALSE, freeOnly = TRUE, ...)
## S4 method for signature 'Xcopula,ANY'
setTheta(x, value, na.ok = TRUE, noCheck = FALSE, freeOnly = TRUE, ...)
## S4 method for signature 'outer_nacopula,numeric'
setTheta(x, value, na.ok = TRUE, noCheck = FALSE, freeOnly = TRUE, ...)
## S4 method for signature 'khoudrajiCopula,ANY'
setTheta(x, value, na.ok = TRUE, noCheck = FALSE, freeOnly = TRUE, ...)
## S4 method for signature 'mixCopula,ANY'
setTheta(x, value, na.ok = TRUE, noCheck = FALSE, freeOnly = TRUE,
treat.negative = c("set.0", "warn.set0", "stop"), ...)
Arguments
x |
an R object of class |
value |
parameter value or vector, |
... |
further arguments for methods. |
na.ok |
logical indicating if |
noCheck |
logical indicating if parameter constraint checks should be skipped. |
freeOnly |
logical indicating that only non-fixed aka
“free” parameters are to be set. If true as by default,
|
treat.negative |
a |
Value
an R object of the same class as x
, with the main parameter (vector)
(often called theta
) set to value
.
See Also
the “inverse” function, a “getter” method, is
getTheta()
.
Examples
myC <- setTheta(copClayton, 0.5)
myC
## Frank copula with Kendall's tau = 0.8 :
(myF.8 <- setTheta(copFrank, iTau(copFrank, tau = 0.8)))
# negative theta is ok for dim = 2 :
myF <- setTheta(copFrank, -2.5, noCheck=TRUE)
myF@tau(myF@theta) # -0.262
myT <- setTheta(tCopula(df.fixed=TRUE), 0.7)
stopifnot(all.equal(myT, tCopula(0.7, df.fixed=TRUE),
check.environment=FALSE, tolerance=0))
(myT2 <- setTheta(tCopula(dim=3, df.fixed=TRUE), 0.7))
## Setting 'rho' and 'df' --- for default df.fixed=FALSE :
(myT3 <- setTheta(tCopula(dim=3), c(0.7, 4)))