\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}