Compute a Copula on a Grid

Share:

Description

Compute a grid of copula values. This function has the primary intention of supporting 3-D renderings or 2-D images of the copulatic surface. Users should be aware of the convention of the placement of the plotting origin and the various plotting mechanisms available to them in R. By convention copulatic surfaces start in lower left corner for u = v = 0 but matrix conventions (or at least how some functions plot matrices) start with the origin in the upper left.

Usage

1
gridCOP(cop=NULL, para=NULL, delta=0.05, transpose=TRUE, ...)

Arguments

cop

A copula function;

para

Vector of parameters or other data structure, if needed, to pass to the copula;

delta

The Δ u = Δ v of the grid edges;

transpose

A logical to transpose the returned grid. This is needed if functions such as image() in R are to be used for visualization (see last example in Examples with composite2COP); and

...

Additional arguments to pass.

Value

The values for \mathbf{C}(u,v) are returned as a grid as an R matrix.

Author(s)

W.H. Asquith

See Also

EMPIRcopdf

Examples

 1
 2
 3
 4
 5
 6
 7
 8
 9
10
11
12
13
## Not run: 
the.grid <- gridCOP(cop=PSP)
the.grid[1,1] <- 0 # replace the NaN
image(the.grid) # ramps to the upper right 
## End(Not run)

## Not run: 
# See this composite copula also used in densityCOPplot() documentation.
para <- list(alpha=0.15, beta=0.90, kappa=0.06, gamma=0.96,
             cop1=GHcop, cop2=PLACKETTcop, para1=5.5, para2=0.07)
GR <- gridCOP(cop=composite2COP, para=para, delta=0.005)
image(GR, col=terrain.colors(20)) # asymmetric, high curvature in top half 
## End(Not run)

Want to suggest features or report bugs for rdrr.io? Use the GitHub issue tracker.