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Surrogate (version 3.3.3)

compute_ICA: Compute Individual Causal Association for a given D-vine copula model in the setting of choice.

Description

The compute_ICA() function computes the individual causal association for a fully identified D-vine copula model. See details for the default definition of the ICA in each setting.

Usage

compute_ICA(endpoint_types, ...)

Value

(numeric) A Named vector with the following elements:

  • ICA

  • Spearman's rho, \(\rho_s (\Delta S, \Delta T)\) (if asked)

  • Marginal association parameters in terms of Spearman's rho (if asked): $$\rho_{s}(T_0, S_0), \rho_{s}(T_0, S_1), \rho_{s}(T_0, T_1), \rho_{s}(S_0, S_1), \rho_{s}(S_0, T_1), \rho_{s}(S_1, T_1)$$

Arguments

endpoint_types

(character) vector with two elements indicating the endpoint types: "continuous" or "ordinal".

...

Arguments to pass onto compute_ICA_ContCont(), compute_ICA_OrdCont(), or compute_ICA_OrdOrd()