R: Class "nacopula" of Nested Archimedean Copulas

nacopula-class {copula} | R Documentation

## Class "nacopula" of Nested Archimedean Copulas

### Description

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 from the Class

Objects can be created by calls of the form `new("nacopula", ...)`, which is only intended for experts. Root copulas are typically constructed by `onacopula(.)`.

### Slots

`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.

### Methods

dim

  `signature(x = "nacopula"):` returns the dimension d of the random vector U following `x`.

show

  `signature("nacopula"):` calling `printNacopula` for a compact overview of the nested Archimedean copula under consideration.

### See Also

`onacopula` for building (outer) "nacopula" objects. For the class definition of the `copula` component, see `acopula`.

### Examples

    ## 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, 3

[Package copula version 1.0-1 Index]