pairs: Parameter of the HAC

In HAC: Estimation, Simulation and Visualization of Hierarchical Archimedean Copulae (HAC)

Parameter of the HAC

Description

This function returns a matrix of HAC parameters. They are pairwise ordered, so that the parameters correspond to the lowest node, at which the variables are joined.

Usage

par.pairs(hac, FUN = NULL, ...)

Arguments

hac	an object of the class hac.
FUN	the parameters of the HAC are returned by default. If FUN = "TAU", theta2tau is applied to the parameters. FUN can also be a self-defined function.
...	further arguments passed to FUN.

See Also

get.params

Examples

# construct a copula model
tree = list(list("X1", "X5", "X2", 4), list("X3", "X4", "X6", 3), 2)
model = hac(type = 1, tree)

# returns the pairwise parameter
par.pairs(model)

# Kendall's TAU
par.pairs(model, FUN = "TAU")

# sqrt of the parameter
par.pairs(model, function(r)sqrt(r))

HAC documentation built on March 18, 2022, 6:38 p.m.