Description Usage Arguments Value See Also Examples
View source: R/supplement.funct.R
Computes the density along the level curve estimate with a copula. Based on the density function of the selected copula.
1 | densi.curv.cop(lines, copi, pxf, pyf, u)
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lines |
location of the objective level curve for which the density needs to be estimated in the 2D space |
copi |
a copula function with the parameters fitted to the bivariate dataset |
pxf |
uniform values of the 1st margin |
pyf |
uniform values of the 1st margin |
u |
original data |
density for each points (couple x,y) along the level curves for copulae
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 | data(porto)
tr1=0.9
tr2=0.9
fire01meantemp=na.omit(fire01meantemp)
u=fire01meantemp
#Compute uniform margins
marg=Margins.mod(tr1,tr2,u=fire01meantemp)
kk=marg$uvar
pp=marg$uvar_ext
uu=marg$val_ext
#Copula parameters
c1=1.5
copu<-copBasic::GHcop
upobj=0.001
interh="comb"
#compute the curve on 3 subdomains
cl1<-curve.funct(pxf=pp[,1],pyf=pp[,2],mar1=uu[,1],mar2=uu[,2],pos="l",
pobje=upobj,ng=100,inter=interh,coco=copu,c1=c1)
cl2<-curve.funct(pxf=pp[,1],pyf=pp[,2],mar1=uu[,1],mar2=uu[,2],pos="m",
pobje=upobj,ng=100,inter=interh,coco=copu,c1=c1)
cl3<-curve.funct(pxf=pp[,1],pyf=pp[,2],mar1=uu[,1],mar2=uu[,2],pos="r",
pobje=upobj,ng=100,inter=interh,coco=copu,c1=c1)
cl<-rbind(cl1,cl2,cl3)
# Homogenization of the number of points
cli<-digit.curves.p(start=c(cl[1,1],cl[1,2]), as.matrix(cl), nPoints=98, closed = FALSE)
# Computes the density along the curve
co=copula::gumbelCopula(c1,dim=2)
cli<-densi.curv.cop(lines=cli,copi=co,pxf=kk[,1],pyf=kk[,2],u=u)
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