copula (version 0.999-18)

setTheta: 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(), or also gofCopula.

Usage

setTheta(x, value, na.ok = TRUE, noCheck = FALSE, freeOnly = TRUE, …)
# S4 method for acopula,ANY
setTheta(x, value, na.ok = TRUE, noCheck = FALSE, freeOnly = TRUE, …)
# S4 method for copula,ANY
setTheta(x, value, na.ok = TRUE, noCheck = FALSE, freeOnly = TRUE, …)
# S4 method for xcopula,ANY
setTheta(x, value, na.ok = TRUE, noCheck = FALSE, freeOnly = TRUE, …)
# S4 method for outer_nacopula,numeric
setTheta(x, value, na.ok = TRUE, noCheck = FALSE, freeOnly = TRUE, …)
# S4 method for khoudrajiCopula,ANY
setTheta(x, value, na.ok = TRUE, noCheck = FALSE, freeOnly = TRUE, …)
# S4 method for mixCopula,ANY
setTheta(x, value, na.ok = TRUE, noCheck = FALSE, freeOnly = TRUE,
         treat.negative = c("set.0", "warn.set0", "stop"), …)

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), corresponding to the “free” parameters.

…

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.

freeOnly

logical indicating that only non-fixed aka “free” parameters are to be set. If true as by default, setTheta() modifies only the free parameters of the copula; see also fixParam.

treat.negative

a character string indicating how negative mixture weights should be handled. If not "stop" which produces an error via stop, negative mixture weights are replaced by zero.

Value

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

See Also

the “inverse” function, a “getter” method, is getTheta().

Examples

# NOT RUN {
myC <- setTheta(copClayton, 0.5)
myC
## Frank copula with Kendall's tau = 0.8 :
(myF.8 <- setTheta(copFrank, iTau(copFrank, tau = 0.8)))

# 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)))
# }

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