plot.paircopula: Flexible Pair-Copula Estimation in D-vines with Penalized...

Description Usage Arguments Value Author(s) References

View source: R/plot.paircopula.r

Description

Plotting a paircopula of class 'paircopula'.

Usage

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## S3 method for class 'paircopula'
plot(x,val=NULL,marg=TRUE,plot=TRUE,int=FALSE,
                    main.txt=NULL,sub.txt=NULL,contour=FALSE,cuts=20,cex=1,
                    cex.axes=1,xlab=NULL,ylab=NULL,zlab=NULL,xlim=NULL,
                    ylim=NULL,zlim=NULL,margin.normal=FALSE,...)

Arguments

x

object of class 'paircopula', result of function 'paircopula'.

val

Default val = NULL, one can calculate the estimated density/distribution for bivariate vector, e.g. val=c(0.5,1).

marg

Default = TRUE, plotting the marginal densities.

plot

Default = TRUE, if 'FALSE' no plot is shown, e.g. for calculations with val != NULL.

int

Default = FALSE, if TRUE, the integral, i.e. the distribution of the copula density is plotted.

main.txt

Default = NULL shows 'K' and the value of lambda.

sub.txt

Default = NULL shows the log-likelihood, the penalized log-likelihood and the cAIC-value of the estimation.

contour

If TRUE, a contour plot is shown. Default = FALSE.

cuts

Number of cuts for the contour plots, if contour=TRUE.

cex

Default = 1, determing the size of the main of the plot.

cex.axes

Default = 1, determing the size of the labels at the axes.

xlab

Default = NULL and no text is printed at the xlab

ylab

Default = NULL and no text is printed at the ylab

zlab

Default = NULL and 'density' is printed at the zlab for int=FALSE and 'distribution' for int=TRUE.

xlim

Default = NULL, changes the range for the values of x in the case of a contour plot.

ylim

Default = NULL, changes the range for the values of y in the case of a contour plot.

zlim

Default = NULL and the range for the values of z are the range of calculated values.

margin.normal

Default = FALSE. If TRUE, the plot is presented with margins following standard normal distribution.

...

further arguments

Value

If 'val' is not NULL, the function returns a matrix with the calculated density or distribution values for the set 'val'.

Author(s)

Christian Schellhase <cschellhase@wiwi.uni-bielefeld.de>

References

Flexible Pair-Copula Estimation in D-vines using Bivariate Penalized Splines, Kauermann, G. and Schellhase, C. (2014), Statistics and Computing 24(6): 1081-1100).

Nonparametric estimation of simplified vines: comparison of methods, Nagler N., Schellhase, C. and Czado, C. (2017) Dependence Modeling.


penRvine documentation built on May 30, 2017, 2:20 a.m.