copula: allComp – R documentation

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allComp

All Components of a (Inner or Outer) Nested Archimedean Copula

Description

Given the nested Archimedean copula x, return an integer vector of the indices of all components of the corresponding outer_nacopula which are components of x, either direct components or components of possible child copulas. This is typically only used by programmers investigating the exact nesting structure.

For an outer_nacopula object x, allComp(x) must be the same as 1:dim(x), whereas its “inner” component copulas will each contain a subset of those indices only.

Usage

allComp(x)

Arguments

`x`	an R object inheriting from class `nacopula`.

Value

An integer vector of indices j of all components u_j as described in the description above.

Examples

C3 <- onacopula("AMH", C(0.7135, 1, C(0.943, 2:3)))
 allComp(C3) # components are 1:3
 allComp(C3@childCops[[1]]) # for the child, only  (2, 3)

copula

Multivariate Dependence with Copulas

v1.0-1

GPL (>= 3) | file LICENCE

Authors

Marius Hofert [aut] (<https://orcid.org/0000-0001-8009-4665>), Ivan Kojadinovic [aut] (<https://orcid.org/0000-0002-2903-1543>), Martin Maechler [aut, cre] (<https://orcid.org/0000-0002-8685-9910>), Jun Yan [aut] (<https://orcid.org/0000-0003-4401-7296>), Johanna G. Nešlehová [ctb] (evTestK(), <https://orcid.org/0000-0001-9634-4796>), Rebecca Morger [ctb] (fitCopula.ml(): code for free mixCopula weight parameters)

Initial release

2020-12-07