R: Marginal copula of a Copula With Specified Margins

margCopula {copula} | R Documentation

## Marginal copula of a Copula With Specified Margins

### Description

The marginal copula of a copula C(u_1,…, u_d) is simply the restriction of C on a subset of the the coordinate (directions) u_1,…,u_d.

### Usage

    margCopula(copula, keep)

### Arguments

`copula` | a `"copula"` (R object) of dimension, d, say.
`keep` | logical vector (of length `d`) indicating which margins to keep.

### Details

The marginal copula of a copula is needed in practical data analysis when one or more of the components of some multivariate observations is missing. For normal/t/Archimedean copulas, the marginal copulas can be easily obtained. For a general copula, this may not be an easy problem.

The current implementation only supports normal/t/Archimedean copulas. `margCopula` is generic function with methods for the different copula classes.

### Value

The marginal copula of the specified margin(s).

### Examples

    tc <- tCopula(8:2 / 10, dim = 8, dispstr = "toep")
    margCopula(tc, c(TRUE, TRUE, FALSE, TRUE, FALSE, FALSE, TRUE, FALSE))

    nc <- normalCopula(.8, dim = 8, dispstr = "ar1")
    mnc <- margCopula(nc, c(TRUE, TRUE, FALSE, TRUE, FALSE, FALSE, TRUE, FALSE))
    mnc7 <- margCopula(nc, (1:8) != 1)
    stopifnot(dim(nc) == 8, dim(mnc) == 4, dim(mnc7) == 7)

    gc <- gumbelCopula(2, dim = 8)
    margCopula(gc, c(TRUE, TRUE, TRUE, FALSE, FALSE, FALSE, FALSE, FALSE))

[Package copula version 1.0-1 Index]