pickands.plot: Plot Pickands dependence function for CDA of Liouville...

Description Usage Arguments Value Examples

Description

The function will draw the Pickands dependence function for output in tikz if the corresponding function is selected.

Usage

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pickands.plot(rho, alpha, plot.new = T, CDA = c("C", "S"), tikz = F,
  ...)

Arguments

rho

index of regular variation parameter

alpha

vector of Dirichlet allocations. Currently must be of length 2

plot.new

boolean indicating whether a new plotting device should be called

CDA

whether to plot Pickands function for the extremal model of the copula (C) or the survival copula (S), which is the scaled Dirichlet

tikz

boolean specifying whether to prepare plot for tikz output. Defaults to F

...

additional arguments passed to lines

Value

a plot of the Pickands dependence function

Examples

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pickands.plot(rho=0.9, alpha=c(1,1), col="slateblue1", CDA="C")
pickands.plot(rho=0.9, alpha=c(2,3), col="slateblue2", CDA="C", plot.new=FALSE)
pickands.plot(rho=0.5, alpha=c(2,3), col="slateblue3", CDA="C", plot.new=FALSE)
#Parameters for the Pickands function of the scaled Dirichlet need not be integer
pickands.plot(rho=0.9, alpha=c(1,1), CDA="S")
pickands.plot(rho=0.9, alpha=c(0.2,0.5), col="darkred", CDA="S", plot.new=FALSE)
pickands.plot(rho=0.8, alpha=c(1.2,0.1), col="red", CDA="S", plot.new=FALSE)

Example output

Loading required package: copula

Attaching package:lcopulaThe following object is masked frompackage:datasets:

    airquality

lcopula documentation built on July 7, 2019, 1:03 a.m.