integer specifying the sample size to be used for the random
variates $V_0$ and $V_{01}$.
family
the Archimedean family (class
"acopula") for which $V_0$ and
$V_{01}$ are sampled.
taus
numeric vector of Kendall's taus. This vector is
converted to a vector of copula parameters $\theta$, which then serve as
$\theta_0$ and $\theta_1$ for a three-dimensional
fully nested Archimed
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 $k \times k$ 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
$V_0$s. For the submatrix that remains if the first column is
removed, row $i$ (for ${\theta_0}_i$) contains the run times
for the $V_{01}$s for a particular $\theta_0$ and all the
admissible $\theta_1$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 checknacFrail.time(10000, "Gumbel", tauso= c(0.05,(1:9)/10, 0.95))
nacFrail.time(1000, "Gumbel", taus= c(0.5,1,6,9)/10)