plot.hac | R Documentation |
The function plots the structure of Hierarchical Archimedean Copulae.
## S3 method for class 'hac' plot(x, xlim = NULL, ylim = NULL, xlab = "", ylab = "", col = "black", fg = "black", bg = "white", col.t = "black", lwd = 2, index = FALSE, numbering = FALSE, theta = TRUE, h = 0.4, l = 1.2, circles = 0.25, digits = 2, ...)
x |
a hac object. It can be constructed by |
xlim, ylim |
numeric vectors of length 2, giving the limits of the x and y axes. The default values adjust the size of the coordinate plane automatically with respect to the dimension of the HAC. |
xlab, ylab |
titles for the x and y axes. |
col |
defines the color of the lines, which connect the circles and rectangles. |
fg |
defines the color of the lines of the rectangles and circles equivalent to the color settings in R. |
bg |
defines the background color of the rectangles and circles equivalent to the color settings in R. |
col.t |
defines the text color equivalent to the color settings in R. |
lwd |
the width of the lines. |
index |
boolean. If |
numbering |
boolean. If |
theta |
boolean. Determines, whether the dependency parameter θ or Kendall's rank correlation coefficient τ is printed. |
h |
the height of the rectangles. |
l |
the width of the rectangles. |
circles |
a positive number giving the radius of the circles. |
digits |
an integer specifying the number of digits of the dependence parameter. |
... |
arguments to be passed to methods, e.g. graphical parameters (see |
Okhrin, O. and Ristig, A. 2014, Hierarchical Archimedean Copulae: The HAC
Package", Journal of Statistical Software, 58(4), 1-20, doi: 10.18637/jss.v058.i04.
estimate.copula
# a hac object is created tree = list(list("X1", "X5", 3), list("X2", "X3", "X4", 4), 2) model = hac(type = 1, tree = tree) plot(model) # the same procedure works for an estimated object sample = rHAC(2000, model) est.obj = estimate.copula(sample, epsilon = 0.2) plot(est.obj)
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