View source: R/sensitivity_analysis_copula.R
constructor_ICA_estimator | R Documentation |
The constructor_ICA_estimator()
function returns a function the estimates
the ICA as a user-specified function of I(\Delta S; \Delta T)
,
\Delta S
, and \Delta T
.
constructor_ICA_estimator(endpoint_types, ICA_def)
endpoint_types |
(character) vector with two elements indicating the
endpoint types: |
ICA_def |
function that takes the following arguments: |
A function that estimates the user-defined definition of the ICA.
This function can be used as ICA_estimator
in
sensitivity_analysis_copula()
.
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