View source: R/sensitivity_analysis_copula.R
compute_ICA | R Documentation |
The compute_ICA()
function computes the individual causal
association for a fully identified D-vine copula model. See details for the
default definition of the ICA in each setting.
compute_ICA(endpoint_types, ...)
endpoint_types |
(character) vector with two elements indicating the
endpoint types: |
... |
Arguments to pass onto |
(numeric) A Named vector with the following elements:
ICA
Spearman's rho, \rho_s (\Delta S, \Delta T)
(if asked)
Marginal association parameters in terms of Spearman's rho (if asked):
\rho_{s}(T_0, S_0), \rho_{s}(T_0, S_1), \rho_{s}(T_0, T_1),
\rho_{s}(S_0, S_1), \rho_{s}(S_0, T_1),
\rho_{s}(S_1, T_1)
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