copula (version 0.999-7)

nacopula-class: Class "nacopula" of Nested Archimedean Copulas

Description

Class of nested Archimedean Copulas, "nacopula", and its specification "outer_nacopula" differ only by the validation method, which is stricter for the outer(most) copula (the root copula).

Objects from the Class

Objects can be created by calls of the form new("nacopula", ...), which is only intended for experts. Root copulas are typically constructed by onacopula(.).

See Also

onacopula for building (outer) "nacopula" objects. For the class definition of the copula component, see acopula.

Examples

## nacopula and outer_nacopula class information
showClass("nacopula")
showClass("outer_nacopula")

## Construct a three-dimensional nested Frank copula with parameters
## chosen such that the Kendall's tau of the respective bivariate margins
## are 0.2 and 0.5.
theta0 <- copFrank@iTau(.2)
theta1 <- copFrank@iTau(.5)
C3 <- onacopula("F", C(theta0, 1, C(theta1, c(2,3))))

C3 # displaying it, using show(C3); see help(printNacopula)

## What is the dimension of this copula?
dim(C3)

## What are the indices of direct components of the root copula?
C3@comp

## How does the list of child nested Archimedean copulas look like?
C3@childCops # only one child for this copula, components 2, 3