R: Random nacopula Model

rnacModel {copula} | R Documentation

## Random nacopula Model

### Description

Randomly construct a nested Archimedean copula model,

### Usage

    rnacModel(family, d, pr.comp, rtau0 = function() rbeta(1, 2,4),
              order=c("random", "each", "seq"), digits.theta = 2)

### Arguments

`family` | the Archimedean family
`d` | integer >=2; the dimension
`pr.comp` | probability of a direct component on each level
`rtau0` | a `function` to generate a (random) tau, corresponding to theta0, the outermost theta.
`order` | string indicating how the component IDs are selected.
`digits.theta` | integer specifying the number of digits to round the theta values.

### Value

an object of `outer_nacopula`.

### See Also

`rnacopula` for generating d-dimensional observations from an (outer) `nacopula`, e.g., from the result of `rnacModel()`.

### Examples

    ## Implicitly tests the function {with validity of outer_nacopula ..}
    set.seed(11)
    for(i in 1:40) {
      m1 <- rnacModel("Gumbel", d=sample(20:25, 1), pr.comp = 0.3,
    		  rtau0 = function() 0.25)
      m2 <- rnacModel("Joe", d=3, pr.comp = 0.1, order="each")
      mC <- rnacModel("Clayton", d=20, pr.comp = 0.3,
    		  rtau0 = function() runif(1, 0.1, 0.5))
      mF <- rnacModel("Frank", d=sample(20:25, 1), pr.comp = 0.3, order="seq")
    }

[Package copula version 1.0-1 Index]