copula: nesdepth – R documentation

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nesdepth

Nesting Depth of a Nested Archimedean Copula ("nacopula")

Description

Compute the nesting depth of a nested Archimedean copula which is the length of the longest branch in the tree representation of the copula, and hence at least one.

Usage

nesdepth(x)

Arguments

`x`	object of class `"nacopula"`.

Value

an integer, the nesting depth of the nested Archimedean copula. An (unnested) Archimedean copula has depth 1.

Examples

F2 <- onacopula("F", C(1.9, 1, C(4.5, c(2,3))))
F2
F3 <- onacopula("Clayton", C(1.5, 3:1,
                             C(2.5, 4:5,
                               C(15, 9:6))))
nesdepth(F2) # 2
nesdepth(F3) # 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