\name{pnacopula} \alias{pnacopula} \title{Evaluation of (Nested) Archimedean Copulas} \description{ \code{pnacopula} evaluates a (nested) Archimedean copula (object of class \code{\linkS4class{nacopula}}) at the given vector or matrix \code{u}. } \usage{ pnacopula(x, u) } \arguments{ \item{x}{(nested) Archimedean copula of dimension \eqn{d}, that is, an object of class \code{\linkS4class{nacopula}}, typically from \code{\link{onacopula}(..)}.} \item{u}{a \code{\link{numeric}} vector of length \eqn{d} or matrix with \eqn{d} columns.} } \details{ The value of an Archimedean copula \eqn{C} with generator \eqn{\psi}{psi} at \eqn{u} is given by \deqn{C(\bm{u})=\psi(\psi^{-1}(u_1)+\dots+\psi^{-1}(u_d)),\ \bm{u}\in[0,1]^d. }{ C(u) = psi(psi^{-1}(u_1)+...+psi^{-1}(u_d)), u in [0,1]^d.} The value of a nested Archimedean copula is defined similarly. Note that a d-dimensional copula is called \emph{nested Archimedean} if it is an Archimedean copula with arguments possibly replaced by other nested Archimedean copulas. } \value{ A \code{\link{numeric}} in \eqn{[0,1]} which is the copula evaluated at \code{u}. (Currently not parallelized.) } \author{Marius Hofert, Martin Maechler.} \examples{ ## Construct a three-dimensional nested Joe copula with parameters ## chosen such that the Kendall's tau of the respective bivariate margins ## are 0.2 and 0.5. theta0 <- copJoe@tauInv(.2) theta1 <- copJoe@tauInv(.5) C3 <- onacopula("J", C(theta0, 1, C(theta1, c(2,3)))) ## Evaluate this copula at the vector u u <- c(.7,.8,.6) pnacopula(C3, u) ## Evaluate this copula at the matrix v v <- matrix(runif(300), ncol=3) pnacopula(C3, v) } \keyword{multivariate} \keyword{distribution}