R: Timing for Sampling Frailties of Nested Archimedean Copulas

nacFrail.time {copula} | R Documentation

## Timing for Sampling Frailties of Nested Archimedean Copulas

### Description

This function provides measurements of user run times for the frailty variables involved in a nested Archimedean copula.

### Usage

    nacFrail.time(n, family, taus, digits = 3, verbose = FALSE)

### Arguments

`n` | integer specifying the sample size to be used for the random variates V0 and V01.
`family` | the Archimedean family (class `"acopula"`) for which V0 and V01 are sampled.
`taus` | `numeric` vector of Kendall's taus. This vector is converted to a vector of copula parameters theta, which then serve as theta0 and theta1 for a three-dimensional fully nested Archimedean copula of the specified `family`. First, for each theta0, `n` random variates V0 are generated. Then, given the particular theta0 and the realizations V0, `n` random variates V01 are generated for each theta1 fulfilling the sufficient nesting condition; see `paraConstr` in `acopula`.
`digits` | number of digits for the output.
`verbose` | logical indicating if `nacFrail.time` output should generated while the random variates are generated (defaults to `FALSE`).

### Value

A k x k matrix of user run time measurements in milliseconds (`1000*system.time(.)[1]`) where k is `length(taus)`. The first column contains the run times for generating the V0s. For the submatrix that remains if the first column is removed, row i (for theta0[i]) contains the run times for the V01s for a particular theta0 and all the admissible theta1s.

### See Also

The class `acopula` and our predefined `"acopula"` family objects in `acopula-families`. For some timings on a standard notebook, see `demo(timings)` (or the file ‘timings.R’ in the demo folder).

### Examples

    ## takes about 7 seconds:% so we rather test a much smaller set in R CMD check

    nacFrail.time(10000, "Gumbel", taus=  c(0.05,(1:9)/10, 0.95))

    system.time(
    print( nacFrail.time(1000,  "Gumbel", taus = c(0.5,1,6,9)/10) )
    )

[Package copula version 1.0-1 Index]