https://github.com/cran/nacopula
Tip revision: 5bc804b03d066ef4a2ab9cf3af6f4f2df5bcda4e authored by Martin Maechler on 23 September 2011, 00:00:00 UTC
version 0.7-9-1
version 0.7-9-1
Tip revision: 5bc804b
nacopula-class.Rd
\name{nacopula-class}
\Rdversion{1.1}
\docType{class}
\alias{outer_nacopula-class}
\alias{nacopula-class}
\alias{dim,nacopula-method}
%
\title{Class "nacopula" of Nested Archimedean Copulas}
\description{
Class of nested Archimedean Copulas, \code{"nacopula"},
and its \emph{specification} \code{"outer_nacopula"}
differ only by the validation method, which is stricter for the
outer(most) copula (the root copula).
}
\section{Objects from the Class}{
Objects can be created by calls of the form \code{new("nacopula", ...)},
which is only intended for experts. Root copulas are typically constructed by
\code{\link{onacopula}(.)}.
}
\section{Slots}{
\describe{
\item{\code{copula}:}{an object of class
\code{"\linkS4class{acopula}"}, denoting the top-level Archimedean copula of
the nested Archimedean copula, that is, the root copula.}
\item{\code{comp}:}{an \code{\link{integer}} vector (possibly of
length 0) of indices of components in \code{1:d} which are not
nested Archimedean copulas. Here, \eqn{d} denotes the
\emph{dimension} of the random vectors under consideration; see
the \code{dim()} method below.}
\item{\code{childCops}:}{a (possibly empty) \code{\link{list}} of
further nested Archimedean copulas (child copulas), that is, objects
of class \code{"nacopula"}. The \code{"nacopula"} objects
therefore contain \code{"\linkS4class{acopula}"} objects as
special cases.}
}
}
\section{Methods}{
\describe{
\item{dim}{\code{signature(x = "nacopula"):} returns the dimension
\eqn{d} of the random vector \eqn{U} following \code{x}.}
\item{show}{\code{signature("nacopula"):} calling
\code{\link{printNacopula}} for a compact overview of the nested
Archimedean copula under consideration.}
}
}
\author{Martin Maechler}
\seealso{
\code{\link{onacopula}} for building (outer) "nacopula" objects. For the
class definition of the \code{copula} component, see \code{\linkS4class{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@tauInv(.2)
theta1 <- copFrank@tauInv(.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
}
\keyword{multivariate}
\keyword{classes}