Lap: LST of a Node

In Spgadou/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 Laplace-Stieltjes Transform expression of the corresponding node with a specific variable.

Usage

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

Arguments

code	genetic code (numeric vector) of the node (can be a leaf i.e. end by 0).
structure	object of class Mother (the structure).
outVar	output variable to be used ('z' by default).
par	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 LST of the specified node.

Author(s)

Simon-Pierre Gadoury

See Also

InvLap

Examples

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

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

Spgadou/nCopula documentation built on May 9, 2019, 1:53 p.m.