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.
compute_ICA(endpoint_types, ...)
(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): $$\rho_{s}(T_0, S_0), \rho_{s}(T_0, S_1), \rho_{s}(T_0, T_1), \rho_{s}(S_0, S_1), \rho_{s}(S_0, T_1), \rho_{s}(S_1, T_1)$$
(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()