We are hiring ! See our job offers.
##### https://github.com/cran/nacopula
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
1 parent 5bc804b
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}
\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}(.)}) 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
}
\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} Computing file changes ...