copula (version 0.999-19)

nacFrail.time: Timing for Sampling Frailties of Nested Archimedean Copulas

Description

This function provides measurements of user run times for the frailty variables involved in a nested Archimedean copula.

Usage

nacFrail.time(n, family, taus, digits = 3, verbose = FALSE)

Arguments

n

integer specifying the sample size to be used for the random variates \(V_0\) and \(V_{01}\).

family

the Archimedean family (class "'>acopula") for which \(V_0\) and \(V_{01}\) are sampled.

taus

numeric vector of Kendall's taus. This vector is converted to a vector of copula parameters \(\theta\), which then serve as \(\theta_0\) and \(\theta_1\) for a three-dimensional fully nested Archimedean copula of the specified family. First, for each \(\theta_0\), n random variates \(V_0\) are generated. Then, given the particular \(\theta_0\) and the realizations \(V_0\), n random variates \(V_{01}\) are generated for each \(\theta_1\) fulfilling the sufficient nesting condition; see paraConstr in '>acopula.

digits

number of digits for the output.

verbose

logical indicating if nacFrail.time output should generated while the random variates are generated (defaults to FALSE).

Value

A \(k \times k\) matrix of user run time measurements in milliseconds (1000*system.time(.)[1]) where \(k\) is length(taus). The first column contains the run times for generating the \(V_0\)s. For the submatrix that remains if the first column is removed, row \(i\) (for \({\theta_0}_i\)) contains the run times for the \(V_{01}\)s for a particular \(\theta_0\) and all the admissible \(\theta_1\)s.

See Also

The class '>acopula and our predefined "acopula" family objects in acopula-families. For some timings on a standard notebook, see demo(timings) (or the file timings.R in the demo folder).

Examples

# NOT RUN {
## takes about 7 seconds:% so we rather test a much smaller set in R CMD check
# }
# NOT RUN {
nacFrail.time(10000, "Gumbel", taus=  c(0.05,(1:9)/10, 0.95))
# }
# NOT RUN {
<!-- %dont -->
# }
# NOT RUN {
system.time(
print( nacFrail.time(1000,  "Gumbel", taus = c(0.5,1,6,9)/10) )
)
# }
# NOT RUN {
<!-- % 0.84 sec -->
# }