R/PlotFunc.R

In QRM: Provides R-Language Code to Examine Quantitative Risk Management Concepts

## Copyright (C) 2013 Marius Hofert, Bernhard Pfaff
##
## This program is free software; you can redistribute it and/or modify it under
## the terms of the GNU General Public License as published by the Free Software
## Foundation; either version 3 of the License, or (at your option) any later
## version.
##
## This program is distributed in the hope that it will be useful, but WITHOUT
## ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
## FOR A PARTICULAR PURPOSE. See the GNU General Public License for more
## details.
##
## You should have received a copy of the GNU General Public License along with
## this program; if not, see <http://www.gnu.org/licenses/>.


### Functions for plotting #####################################################

## bivariate density plot
BiDensPlot <- function(func, xpts =  c(-2, 2), ypts = c(-2, 2), npts = 50,
                       type = c("persp", "contour"), ...)
{
  type <- match.arg(type)
  npts <- as.integer(npts)
  x <- seq(from = xpts[1], to = xpts[2], length.out = npts)
  y <- seq(from = ypts[1], to = ypts[2], length.out = npts)
  xval <- rep(x, length(y))
  yval <- rep(y, rep(length(x), length(y)))
  data <- cbind(xval, yval)
  z <- eval(func(data, ...))
  z <- matrix(z, nrow = length(x), ncol = length(y), byrow = TRUE)
  switch(type,
         persp = persp(x, y, z),
         contour = contour(x, y, z))
  invisible(list(x = x, y = y, z = z))
}

## Q-Q plot
QQplot <- function(x, a = 0.5, reference = c("normal", "exp", "student"), ...)
{
  n <- length(x)
  reference <- match.arg(reference)
  plot.points <- ppoints(n, a)
  func <- switch(reference,
                 normal = qnorm,
                 exp = qexp,
                 student = qt)
  xp <- func(plot.points,...)
  y <- sort(x)
  plot(xp, y, xlab = paste("Theoretical", reference), ylab = "Empirical")
  invisible(list(x = x, y = y))
}