# dDiag: Density of the Diagonal of (Nested) Archimedean Copulas In copula: Multivariate Dependence with Copulas

 dDiag R Documentation

## Density of the Diagonal of (Nested) Archimedean Copulas

### Description

Evaluate the density of the diagonal of a d-dimensional (nested) Archimedean copula. Note that the diagonal of a copula is a cumulative distribution function. Currently, only Archimedean copulas are implemented.

### Usage

```dDiag(u, cop, log=FALSE)
```

### Arguments

 `u` a numeric vector of evaluation points. `cop` a (nested) Archimedean copula object of class `"outer_nacopula"`. This also determines the dimension via the `comp` slot `log` logical indicating if the `log` of the density of the diagonal should be returned instead of just the diagonal density.

### Value

A `numeric` vector containing the values of the density of the diagonal of the Archimedean copula at `u`.

### References

Hofert, M., Mächler, M., and McNeil, A. J. (2013). Archimedean Copulas in High Dimensions: Estimators and Numerical Challenges Motivated by Financial Applications. Journal de la Société Française de Statistique 154(1), 25–63.

`acopula` class, `dnacopula`.

### Examples

```th. <- c(0.1, 0.2, 0.5, 0.8, 1.4, 2., 5.)
curve(dDiag(x, cop=onacopulaL("Clayton", list(th., 1:3))), 0, 1,
n=1000, ylab="dDiag(x, *)", main="Diagonal densities of Clayton")
abline(h=0, lty=3)
for(j in 2:length(th.))
curve(dDiag(x, cop=onacopulaL("Clayton", list(th.[j], 1:3))), add=TRUE,
col=j, n=1000)
legend("topleft", do.call(expression, lapply(th., function(th)
substitute(theta == TH, list(TH=th)))),
lty = 1, col=seq_along(th.), bty="n")
```

copula documentation built on June 15, 2022, 5:07 p.m.