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#' Pairs Plot of Copula Data
#'
#' This function provides pair plots for copula data. Using default setting it
#' plots bivariate contour plots on the lower panel, scatter plots and
#' correlations on the upper panel and histograms on the diagonal panel.
#'
#'
#' @param x `copuladata` object.
#' @param labels variable names/labels.
#' @param \dots other graphical parameters (see [graphics::par()]) or
#' options passed to [BiCopKDE()].
#' @param lower.panel panel function to be used on the lower diagonal panels
#' (if not supplied, a default function is used)
#' @param upper.panel panel function to be used on the upper diagonal panels
#' (if not supplied, a default function is used)
#' @param diag.panel panel function to be used on the diagonal panels (if not
#' supplied, a default function is used)
#' @param label.pos y position of labels in the diagonal panel; default:
#' `label.pos = 0.85`.
#' @param cex.labels magnification to be used for the labels of the diagonal
#' panel; default: `cex.labels = 1`.
#' @param gap distance between subplots, in margin lines; default: `gap =
#' 0`.
#' @param method a character string indicating which correlation coefficients
#' are computed. One of `"pearson"`, `"kendall"` (default), or
#' `"spearman"`
#' @param ccols color to be used for the contour plots; default: `ccols =
#' terrain.colors(30)`.
#' @param margins character; margins for the contour plots. Options are:\cr
#' `"unif"` for the original copula density,
#' `"norm"` for the transformed density with standard normal margins,
#' `"exp"` with standard exponential margins, and `"flexp"` with
#' flipped exponential margins.
#' @note If the default panel functions are used \cr \itemize{ \item `col`
#' changes only the color of the points in the scatter plot
#' (`upper.panel`) \cr \item `cex` changes only the magnification of
#' the points in the scatter plot (`upper.panel`) }
#' @author Tobias Erhardt
#' @seealso [graphics::pairs()], [as.copuladata()],
#' [BiCopKDE()]
#' @examples
#'
#' data(daxreturns)
#' \dontshow{daxreturns <- daxreturns[1:50, ]}
#' data <- as.copuladata(daxreturns)
#' sel <- c(4,5,14,15)
#'
#' ## pairs plot with default settings
#' pairs(data[sel])
#'
#' ## pairs plot with custom settings
#' nlevels <- 20
#' pairs(data[sel], cex = 2, pch = 1, col = "black",
#' diag.panel = NULL, label.pos = 0.5,
#' cex.labels = 2.5, gap = 1,
#' method = "pearson", ccols = heat.colors(nlevels),
#' margins = "flexp")
#'
#' ## pairs plot with own panel functions
#' up <- function(x, y) {
#' # upper panel: empirical contour plot
#' op <- par(usr = c(-3, 3, -3, 3), new = TRUE)
#' BiCopKDE(x, y,
#' levels = c(0.01, 0.05, 0.1, 0.15, 0.2),
#' margins = "exp",
#' axes = FALSE)
#' on.exit(par(op))
#' }
#'
#' lp <- function(x, y) {
#' # lower panel: scatter plot (copula data) and correlation
#' op <- par(usr = c(0, 1, 0, 1), new = TRUE)
#' points(x, y, pch = 1, col = "black")
#' r <- cor(x, y, method = "spearman") # Spearman's rho
#' txt <- format(x = r, digits = 3, nsmall = 3)[1]
#' text(x = 0.5, y = 0.5, labels = txt, cex = 1 + abs(r) * 2, col = "blue")
#' on.exit(par(op))
#' }
#'
#' dp <- function(x) {
#' # diagonal panel: histograms (copula data)
#' op <- par(usr = c(0, 1, 0, 1.5), new = TRUE)
#' hist(x, freq = FALSE, add = TRUE, col = "brown", border = "black", main = "")
#' abline(h = 1, col = "black", lty = 2)
#' on.exit(par(op))
#' }
#'
#' nlevels <- 20
#' pairs(data[sel],
#' lower.panel = lp, upper.panel = up, diag.panel = dp, gap = 0.5)
#'
pairs.copuladata <- function(x,
labels = names(x),
...,
lower.panel = lp.copuladata,
upper.panel = up.copuladata,
diag.panel = dp.copuladata,
label.pos = 0.85,
cex.labels = 1,
gap = 0,
method = "kendall",
ccols = terrain.colors(11),
margins = "norm") {
## pairs plot for 'copuladata'
# panel functions
if (!is.null(lower.panel) && missing(lower.panel)) {
lp <- function(x, y, cc = ccols, mar = margins, ...) {
lower.panel(x, y, cc = cc, mar = mar, ...)
}
} else {
lp <- lower.panel
}
if (!is.null(upper.panel) && missing(upper.panel)) {
up <- function(x, y, mthd = method, ...) {
upper.panel(x, y, mthd = mthd, ...)
}
} else {
up <- upper.panel
}
if (!is.null(diag.panel) && missing(diag.panel)) {
dp <- function(x, ...) {
diag.panel(x, ...)
}
} else {
dp <- diag.panel
}
# pairs plot (with panel functions as defined below or as provided by user)
op <- par(xaxt = "n", yaxt = "n")
#do.call(pairs, modifyList(default, list(...)))
pairs(x = as.matrix(x),
labels = labels,
...,
lower.panel = lp,
upper.panel = up,
diag.panel = dp,
label.pos = label.pos,
cex.labels = cex.labels,
gap = gap)
on.exit(par(op))
}
## lower panel: empirical contour plot
lp.copuladata <- function(x, y, cc, mar, marpar, ...) {
# set number of levels and if contour labels are drawn
if (length(cc) == 1) {
nlvls <- 11
dl <- TRUE
} else {
nlvls <- length(cc)
dl <- FALSE
}
# set levels according to margins
if (mar %in% c("norm", "exp", "flexp")) {
lvls <- seq(0.0, 0.25, length.out = nlvls)
} else if (mar == "unif") {
lvls <- seq(0.3, 4, length.out = nlvls)
}
# set default parameters
pars <- list(u1 = x,
u2 = y,
size = 100,
levels = lvls,
margins = mar,
axes = FALSE,
drawlabels = dl)
# get non-default parameters
pars <- modifyList(pars, list(...))
pars <- modifyList(modifyList(pars, list(col = NULL)), list(col = cc))
op <- par(usr = c(-3, 3, -3, 3), new = TRUE)
# call BiCopMetaContour
do.call(BiCopKDE, pars)
on.exit(par(op))
}
## upper panel: scatter plot (copula data) and correlation
up.copuladata <- function(x, y, mthd, ...) {
# set default parameters
pars <- list(x = x,
y = y,
pch = ".",
cex = 1,
col = "grey"
)
# get non-default parameters
pars <- modifyList(pars, list(...))
op <- par(usr = c(0, 1, 0, 1), new = TRUE)
# call points (to produce scatter plot)
do.call(points, pars)
r <- cor(x = x, y = y, method = mthd)
txt <- format(x = r, digits = 2, nsmall = 2)[1]
# call text
pars.txt <- list(x = 0.5,
y = 0.5,
labels = txt)
pars.txt <- modifyList(pars.txt, list(...))
do.call(text, modifyList(pars.txt, list(cex = 1 + abs(r) * 3, col = "red")))
on.exit(par(op))
}
## diagonal panel: histograms (copula data)
dp.copuladata <- function(x, ...) {
# set default parameters
pars <- list(x = x,
freq = FALSE,
add = TRUE,
border = "white",
main = "")
# get non-default parameters
pars <- modifyList(modifyList(pars, list(...)), list(col = "grey"))
op <- par(usr = c(0, 1, 0, 1.6), new = TRUE)
# call hist
do.call(hist, pars)
box()
if (pars$freq == FALSE)
abline(h = 1, col = "black", lty = 3)
on.exit(par(op))
}
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