nesdepth: Nesting Depth of a Nested Archimedean Copula ("nacopula")

In copula: Multivariate Dependence with Copulas

Nesting Depth of a Nested Archimedean Copula ("nacopula")

Description

Compute the nesting depth of a nested Archimedean copula which is the length of the longest branch in the tree representation of the copula, and hence at least one.

Usage

nesdepth(x)

Arguments

x	object of class "nacopula".

Value

an integer, the nesting depth of the nested Archimedean copula. An (unnested) Archimedean copula has depth 1.

See Also

dim of nacopulas.

Examples

F2 <- onacopula("F", C(1.9, 1, C(4.5, c(2,3))))
F2
F3 <- onacopula("Clayton", C(1.5, 3:1,
                             C(2.5, 4:5,
                               C(15, 9:6))))
nesdepth(F2) # 2
nesdepth(F3) # 3

copula documentation built on Sept. 11, 2024, 7:48 p.m.