setTheta {copula}R Documentation

Specify the Parameter(s) of a Copula

Description

Set or change the parameter theta (theta) of a copula. The name ‘theta’ has been from its use in (nested) Archimedean copulas, where x is of class "acopula" or "outer_nacopula". This is used for constructing copula models with specified parameter, as, for example, in onacopula().

Usage

setTheta(x, value, ...)
## S4 method for signature 'acopula,ANY'
setTheta(x, value, na.ok = TRUE, noCheck = FALSE, ...)
## S4 method for signature 'copula,ANY'
 setTheta(x, value, na.ok = TRUE, noCheck = FALSE, ...)
## S4 method for signature 'outer_nacopula,numeric'
setTheta(x, value, na.ok = TRUE, noCheck = FALSE, ...)

Arguments

x

an R object of class Copula, i.e., any copula from package copula.

value

parameter value or vector, numeric or NA (when na.ok is true.)

...

further arguments for methods.

na.ok

logical indicating if NA values are ok for theta.

noCheck

logical indicating if parameter constraint checks should be skipped.

Value

an R object of the same class as x, with the main parameter (vector) (often called theta) set to value.

Author(s)

Martin Maechler

Examples

myC <- setTheta(copClayton, 0.5)
myC

# negative theta is ok for dim = 2 :
myF <- setTheta(copFrank, -2.5, noCheck=TRUE)
myF@tau(myF@theta) # -0.262

myT <- setTheta(tCopula(df.fixed=TRUE), 0.7)
stopifnot(all.equal(myT, tCopula(0.7, df.fixed=TRUE), tolerance=0))

(myT2 <- setTheta(tCopula(dim=3, df.fixed=TRUE), 0.7))
## Setting 'rho' and 'df'  --- for default df.fixed=FALSE :
(myT3 <- setTheta(tCopula(dim=3), c(0.7, 4)))


[Package copula version 0.999-14 Index]