integer specifying the sample size to be used for the random
variates $V0$ and $V01$.
family
the Archimedean family (class
"acopula") for which $V0$ and
$V01$ are sampled.
taus
numeric vector of Kendall's taus. This vector is
converted to a vector of copula parameters $theta$, which then serve as
$theta0$ and $theta1$ for a three-dimensional
fully nested Archimedean copula of the specified family. First, for
each $theta0$, n random variates $V0$ are
generated. Then, given the particular $theta0$ and the
realizations $V0$, n random variates
$V01$ are generated for each $theta1$
fulfilling the sufficient nesting condition; see paraConstr
in acopula.
digits
number of digits for the output.
verbose
logical indicating if nacFrail.time output
should generated while the random variates are generated (defaults
to FALSE).
Value
A $k x k$ matrix of user run time measurements in milliseconds
(1000*system.time(.)[1]) where $k$ is length(taus).
The first column contains the run times for generating the
$V0$s. For the submatrix that remains if the first column is
removed, row $i$ (for $theta0[i]$) contains the run times
for the $V01$s for a particular $theta0$ and all the
admissible $theta1$s.
See Also
The class acopula and our predefined "acopula"
family objects in acopula-families. For some timings on a
standard notebook, see demo(timings) (or the file
‘timings.R’ in the demo folder).
## takes about 7 seconds:% so we rather test a much smaller set in R CMD check## Not run: nacFrail.time(10000, "Gumbel", tauso= c(0.05,(1:9)/10, 0.95))