coptourplot: Contourplot of Copula

In AlexanderRitz/copR: Archimedean Copulas (copR)

Description

Gives a contourplot of a given copula object for a specified function.

Usage

coptourplot(copula, FUN, n.grid = 50, delta = 0, xlim = 0:1,
  ylim = 0:1, xlab = quote(u[1]), ylab = quote(u[2]),
  main = paste(FUN, "of", copula$family, "Copula", sep = " "),
  nlevels = 20, col.pal = "Viridis", asp = 1, con.lines = TRUE,
  ...)

Arguments

copula	A copula object. Supplies the copula to be used for the contourplot.
FUN	character. Decides whether the cdf or pdf of the supplied copula is to be plotted. Accepts "cdf" or "pdf" as input.
n.grid	integer. Number of grid points in x- and y-direction. Vector of length two or one (used for both directions).
delta	double. A value in the range [0, 0.5) for changing the evaluation boundaries by adding it to the lower limits of x and y and subtracting it from the upper limits of x and y. Defaults to zero.
xlim	double. Range of x values to be plotted. Defaults to [0, 1].
ylim	double. Range of y values to be plotted. Defaults to [0, 1].
xlab	character. Title for x-axis.
ylab	character. Title for y-axis.
main	character. Title for the main plot. Set to NULL to omit the title.
nlevels	integer. Number of contour levels to be plotted.
col.pal	character. Name of the color palette to be used for the contour levels, provided by the function hcl.colors() in the grDevices package.
asp	double. Aspect ratio of the axes. Defaults to 1. Use NA to fit the aspect ratio to the available drawing area.
con.lines	logical. Draw contour lines if TRUE (default).
...	character, function, or integer. Additional graphical parameters.

Value

A contourplot with the values given by FUN for a copula of the form given by the supplied copula object.

References

Hofert et al. (2018). Elements of Copula Modeling with R. Springer.

Davies (2016). The Book of R: A first course in programming and statistics. no starch press.

See Also

coppersplot

Examples

excop <- claycop(par = 0.5, dim = 2)
# Plotting the cdf
coptourplot(copula = excop, FUN = "cdf")
# Plotting the pdf
coptourplot(copula = excop, FUN = "pdf", n.grid = 42, nlevels = 16,
            col.pal = "YlGnBu",
            plot.title = title(main = "Clayton Copula PDF"))

AlexanderRitz/copR documentation built on Oct. 30, 2019, 4:11 a.m.