Class "nacopula" of Nested Archimedean Copulas
Class of nested Archimedean Copulas, "nacopula",
and its specification "outer_nacopula"
differ only by the validation method, which is stricter for the
outer(most) copula (the root copula).
Objects can be created by calls of the form new("nacopula", ...),
which is only intended for experts. Root copulas are typically constructed by
onacopula(.).
copula:an object of class
"acopula", denoting the top-level Archimedean
copula of the nested Archimedean copula, that is, the root copula.
comp:an integer vector (possibly of
length 0) of indices of components in 1:d which are not
nested Archimedean copulas. Here, d denotes the
dimension of the random vectors under consideration; see
the dim() method below.
childCops:a (possibly empty) list of
further nested Archimedean copulas (child copulas), that is, objects
of class "nacopula". The "nacopula" objects
therefore contain "acopula" objects as
special cases.
signature(x = "nacopula"): returns the dimension
d of the random vector U following x.
signature("nacopula"): calling
printNacopula for a compact overview of the nested
Archimedean copula under consideration.
## nacopula and outer_nacopula class information
showClass("nacopula")
showClass("outer_nacopula")
## Construct a three-dimensional nested Frank copula with parameters
## chosen such that the Kendall's tau of the respective bivariate margins
## are 0.2 and 0.5.
theta0 <- copFrank@iTau(.2)
theta1 <- copFrank@iTau(.5)
C3 <- onacopula("F", C(theta0, 1, C(theta1, c(2,3))))
C3 # displaying it, using show(C3); see help(printNacopula)
## What is the dimension of this copula?
dim(C3)
## What are the indices of direct components of the root copula?
C3@comp
## How does the list of child nested Archimedean copulas look like?
C3@childCops # only one child for this copula, components 2, 3Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.