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copula (version 0.999-15)

setTheta: Specify the Parameter(s) of a Copula

Description

Set or change the parameter $theta$ (theta) of a copula. The name ‘theta’ has been from its use in (nested) Archimedean copulas, where x is of class "acopula" or "outer_nacopula". This is used for constructing copula models with specified parameter, as, for example, in onacopula().

Usage

setTheta(x, value, ...)
"setTheta"(x, value, na.ok = TRUE, noCheck = FALSE, ...)
"setTheta" (x, value, na.ok = TRUE, noCheck = FALSE, ...)
"setTheta"(x, value, na.ok = TRUE, noCheck = FALSE, ...)

Arguments

x
an R object of class Copula, i.e., any copula from package copula.
value
parameter value or vector, numeric or NA (when na.ok is true.)
...
further arguments for methods.
na.ok
logical indicating if NA values are ok for theta.
noCheck
logical indicating if parameter constraint checks should be skipped.

Value

an R object of the same class as x, with the main parameter (vector) (often called theta) set to value.

Examples

Run this code
myC <- setTheta(copClayton, 0.5)
myC

# negative theta is ok for dim = 2 :
myF <- setTheta(copFrank, -2.5, noCheck=TRUE)
myF@tau(myF@theta) # -0.262

myT <- setTheta(tCopula(df.fixed=TRUE), 0.7)
stopifnot(all.equal(myT, tCopula(0.7, df.fixed=TRUE), tolerance=0))

(myT2 <- setTheta(tCopula(dim=3, df.fixed=TRUE), 0.7))
## Setting 'rho' and 'df'  --- for default df.fixed=FALSE :
(myT3 <- setTheta(tCopula(dim=3), c(0.7, 4)))

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