InvLap: Inverse LST of a Node

In nCopula: Hierarchical Archimedean Copulas Constructed with Multivariate Compound Distributions

Description

With a specific path and a predefined structure (S4 class of a type 'Mother'), returns the inverse Laplace-Stieltjes Transform expression of the corresponding node with a specific variable.

Usage

InvLap(code, structure, outVar = "z", par = "value")

Arguments

code	the genetic code (numeric vector) of the node (can be a leaf i.e. end by 0).
structure	an object of class Mother (the structure).
outVar	the output variable to be used ('z' by default).
par	logical. Should the parameters be values ('value') or variables ('variable') ?

Details

For mother nodes, parameters are always called 'gamma' and for child nodes, parameters are always called 'alpha'. Furthermore, to recognize the parameters, the path is inserted at the end. For exemple, a child node with path (0,2,1) will have the parameter 'alpha021'.

Value

A character string giving the inverse LST of the specified node.

Author(s)

Simon-Pierre Gadoury

See Also

Lap

Examples

structure <- GEO(0.1, NULL, list(GAMMA(0.1, 1:2, NULL),
                           GAMMA(0.2, 3:4, NULL)))

InvLap(c(0,2), structure, outVar = 'z', par = 'value')

nCopula documentation built on May 1, 2019, 10:25 p.m.