copula (version 0.999-2)

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, ...)
## S3 method for class 'acopula,ANY':
setTheta(x, value, na.ok = TRUE, noCheck = FALSE, \dots)
## S3 method for class 'outer_nacopula,numeric':
setTheta(x, value, na.ok = TRUE, noCheck = FALSE, \dots)

Arguments

x

acopula

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 contraint checks should be skipped.

Value

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

Details

Buglet: Not yet working sensibly for tCopulat(df.fixed=FALSE).

Examples

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(), 0.7)
stopifnot(all.equal(myT, tCopula(0.7), tol=0))