\name{dDiag} \alias{dDiag} \title{Density of the Diagonal of (Nested) Archimedean Copulas} \description{ Evaluate the density of the diagonal of a \eqn{d}-dimensional (nested) Archimedean copula. Note that the diagonal of a copula is a cumulative distribution function. Currently, only Archimedean copulas are implemented. } \usage{ dDiag(u, cop, log=FALSE) } \arguments{ \item{u}{a numeric vector of evaluation points.} \item{cop}{a (nested) Archimedean copula object of class \code{"\linkS4class{outer_nacopula}"}. This also determines the dimension via the \code{comp} slot} \item{log}{logical indicating if the \code{\link{log}} of the density of the diagonal should be returned instead of just the diagonal density.} } \value{ A \code{\link{numeric}} vector containing the values of the density of the diagonal of the Archimedean copula at \code{u}.} \author{Martin Maechler, Marius Hofert} \references{ Hofert, M., \enc{Mächler}{Maechler}, M., and McNeil, A. J. (2011a), \emph{Estimators for Archimedean copulas in high dimensions: A comparison}, to be submitted. } \seealso{ \code{\linkS4class{acopula}} class, \code{\link{dnacopula}}. } \examples{ th. <- c(0.1, 0.2, 0.5, 0.8, 1.4, 2., 5.) curve(dDiag(x, cop=onacopulaL("Clayton", list(th.[1], 1:3))), 0, 1, n=1000, ylab="dDiag(x, *)", main="Diagonal densities of Clayton") abline(h=0, lty=3) for(j in 2:length(th.)) curve(dDiag(x, cop=onacopulaL("Clayton", list(th.[j], 1:3))), add=TRUE, col=j, n=1000) legend("topleft", do.call(expression, lapply(th., function(th) substitute(theta == TH, list(TH=th)))), lty = 1, col=seq_along(th.), bty="n") } \keyword{distribution}