copula (version 0.999-15)

fixParam: Fix a Subset of a Copula Parameter Vector

Description

It is sometimes useful to keep fixed some components of a copula parameter vector whereas the others are “free” and will be estimated, e.g., by fitCopula.

Usage

fixParam(param, fixed = TRUE)
fixedParam(copula) <- value

Arguments

param

numeric parameter vector

fixed, value

logical vector of the same length as param indicating for each component param[j] if it is (going to be) fixed or not.

copula

a "copula" object.

Value

fixParam(param) returns a numeric vector with attribute "fixed"(a logical, either TRUE or vector of the same length as param) to indicate which components of param are to be held fixed or not.fixedParam<- returns a "copula" object with a partly fixed parameter (slot), i.e., corresponding to fixParam() above.

See Also

fitCopula for fitting;

Examples

nc1 <- normalCopula(dim = 3, fixParam(c(.6,.3,.2), c(TRUE, FALSE,FALSE)),
                    dispstr = "un")
nc1
nc13 <- nc12 <- nc1
fixedParam(nc12) <- c(TRUE, TRUE, FALSE) ; nc12
fixedParam(nc13) <- c(TRUE, FALSE, TRUE) ; nc13