compute_ICA {Surrogate} | R Documentation |
Compute Individual Causal Association for a given D-vine copula model in the setting of choice.
Description
The compute_ICA()
function computes the individual causal
association for a fully identified D-vine copula model. See details for the
default definition of the ICA in each setting.
Usage
compute_ICA(endpoint_types, ...)
Arguments
endpoint_types |
(character) vector with two elements indicating the
endpoint types: |
... |
Arguments to pass onto |
Value
(numeric) A Named vector with the following elements:
ICA
Spearman's rho,
\rho_s (\Delta S, \Delta T)
(if asked)Marginal association parameters in terms of Spearman's rho (if asked):
\rho_{s}(T_0, S_0), \rho_{s}(T_0, S_1), \rho_{s}(T_0, T_1), \rho_{s}(S_0, S_1), \rho_{s}(S_0, T_1), \rho_{s}(S_1, T_1)
[Package Surrogate version 3.4.1 Index]