allComp: All Components of a (Inner or Outer) Nested Archimedean...

In copula: Multivariate Dependence with Copulas

All Components of a (Inner or Outer) Nested Archimedean Copula

Description

Given the nested Archimedean copula x, return an integer vector of the indices of all components of the corresponding outer_nacopula which are components of x, either direct components or components of possible child copulas. This is typically only used by programmers investigating the exact nesting structure.

For an outer_nacopula object x, allComp(x) must be the same as 1:dim(x), whereas its “inner” component copulas will each contain a subset of those indices only.

Usage

allComp(x)

Arguments

x	an R object inheriting from class nacopula.

Value

An integer vector of indices j of all components u_j as described in the description above.

Examples

 C3 <- onacopula("AMH", C(0.7135, 1, C(0.943, 2:3)))
 allComp(C3) # components are 1:3
 allComp(C3@childCops[[1]]) # for the child, only  (2, 3)

copula documentation built on Feb. 7, 2024, 3:01 p.m.