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Revision 161411bb86f97e5a8bd89091cd61d03a33c2761a authored by Martin Maechler on 06 February 2012, 00:00:00 UTC, committed by Gabor Csardi on 06 February 2012, 00:00:00 UTC
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Tip revision: 161411bb86f97e5a8bd89091cd61d03a33c2761a authored by Martin Maechler on 06 February 2012, 00:00:00 UTC
version 0.8-0
Tip revision: 161411b
timing.Rd
\name{timing}
\alias{timing}
\title{Timing for Sampling Nested Archimedean Copulas}
\usage{
timing(n, family, taus, digits = 3, verbose = FALSE)
}
\description{
  This function provides measurements of user run times for the frailty
  variables involved in a nested Archimedean copula.
}
\arguments{
  \item{n}{integer specifying the sample size to be used for the random
    variates \eqn{V_0}{V0} and \eqn{V_{01}}{V01}.}
  \item{family}{the Archimedean family (class
    \code{"\linkS4class{acopula}"}) for which \eqn{V_0}{V0} and
    \eqn{V_{01}}{V01} are sampled.}
  \item{taus}{\code{\link{numeric}} vector of Kendall's taus.  This vector is
    converted to a vector of copula parameters \eqn{theta}, which then serve as
    \eqn{theta_0}{theta0} and \eqn{theta_1}{theta1} for a three-dimensional
    fully nested Archimedean copula of the specified \code{family}.  First, for
    each \eqn{theta_0}{theta0}, \code{n} random variates \eqn{V_0}{V0} are
    generated.  Then, given the particular \eqn{theta_0}{theta0} and the
    realizations \eqn{V_0}{V0}, \code{n} random variates
    \eqn{V_{01}}{V01} are generated for each \eqn{theta_1}{theta1}
    fulfilling the sufficient nesting condition; see \code{paraConstr}
    in \code{\linkS4class{acopula}}.}
  \item{digits}{number of digits for the output.}
  \item{verbose}{logical indicating if timing output should generated
    while the random variates are generated (defaults to \code{FALSE}).}
}
\value{
  A \eqn{k \times k}{k x k} matrix of user run time measurements in milliseconds
  (\code{1000*\link{system.time}(.)[1]}) where \eqn{k} is \code{length(taus)}.
  The first column contains the run times for generating the
  \eqn{V_0}{V0}s.  For the submatrix that remains if the first column is
  removed, row \eqn{i} (for \eqn{{theta_0}_i}{theta0[i]}) contains the run times
  for the \eqn{V_{01}}{V01}s for a particular \eqn{theta_0}{theta0} and all the
  admissible \eqn{theta_1}{theta1}s.
}
\author{Marius Hofert, Martin Maechler}
\seealso{
  The class \code{\linkS4class{acopula}} and our predefined \code{"acopula"}
  family objects in \code{\link{acopula-families}}.  For some timings on a
  standard notebook, see \code{\link{demo}(timings)} (or the file
  \file{timings.R} in the demo folder).
}
\examples{
timing(10000, "Gumbel", taus = c(0.05,(1:9)/10,0.95))
}
\keyword{utilities}
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