dim_ExtDep | R Documentation |
This function calculates the dimensions of an extremal dependence model for a given set of parameters, the dimension of the parameter vector for a given dimension and verifies the adequacy between model dimension and length of parameter vector when both are provided.
dim_ExtDep(model, par = NULL, dim = NULL)
model |
A string with the name of the model: |
par |
A vector representing the parameters of the model. |
dim |
An integer representing the dimension of the model. |
One of par
or dim
needs to be provided. If par
is
provided, the dimension of the model is calculated. If dim
is provided,
the length of the parameter vector is calculated. If both par
and
dim
are provided, the adequacy between the dimension of the model and
the length of the parameter vector is checked.
For model = "HR"
, the parameter vector is of length choose(dim,
2)
. For model = "PB"
or model = "ET"
, the parameter vector is
of length choose(dim, 2) + 1
. For model = "EST"
, the parameter
vector is of length choose(dim, 2) + dim + 1
. For model = "TD"
,
the parameter vector is of length dim
. For model = "AL"
, the
parameter vector is of length 2^(dim - 1) * (dim + 2) - (2 * dim + 1)
.
If par
is not provided and dim
is provided: returns an integer
indicating the length of the parameter vector. If par
is provided and
dim
is not provided: returns an integer indicating the dimension of the
model. If par
and dim
are provided: returns a
TRUE/FALSE
statement indicating whether the length of the parameter and
the dimension match.
Simone Padoan, simone.padoan@unibocconi.it, https://faculty.unibocconi.it/simonepadoan/; Boris Beranger, borisberanger@gmail.com https://www.borisberanger.com;
dim_ExtDep(model = "EST", dim = 3)
dim_ExtDep(model = "AL", dim = 3)
dim_ExtDep(model = "PB", par = rep(0.5, choose(4, 2) + 1))
dim_ExtDep(model = "TD", par = rep(1, 5))
dim_ExtDep(model = "EST", dim = 2, par = c(0.5, 1, 1, 1))
dim_ExtDep(model = "PB", dim = 4, par = rep(0.5, choose(4, 2) + 1))
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.