pairs function

Parameter of the HAC

Parameter of the HAC

This function returns a matrix of HAC parameters. They are pairwise ordered, so that the parameters correspond to the lowest node, at which the variables are joined.

par.pairs(hac, FUN = NULL, ...)

Arguments

  • hac: an object of the class hac.
  • FUN: the parameters of the HAC are returned by default. If FUN = "TAU", theta2tau is applied to the parameters. FUN can also be a self-defined function.
  • ...: further arguments passed to FUN.

See Also

get.params

Examples

# construct a copula model tree = list(list("X1", "X5", "X2", 4), list("X3", "X4", "X6", 3), 2) model = hac(type = 1, tree) # returns the pairwise parameter par.pairs(model) # Kendall's TAU par.pairs(model, FUN = "TAU") # sqrt of the parameter par.pairs(model, function(r)sqrt(r))