plot.copula: plot.copula

In aumath-advancedr2019/ACM_2019: Monte Carlo methods

Description

plot.copula plots a 2 dimensional copula, using empirical CDF.

Usage

## S3 method for class 'copula'
plot(data, ggplot = FALSE)

Arguments

data	2 dimensional matrix

Value

plot of copula

Examples

#Example using bivariate normal
N <- 1000
data <- rbi_norm(10000,rho=0.7)
class(data) <- 'copula'
plot(data)


#Example using 1-Fréchet
N <- 10000
R <- -1/log(runif(N))
U <- runif(N)
X <- R*U
Y <- R*(1-U)
data <- matrix(c(X,Y),ncol=2)
class(data) <- 'copula'
plot(data, ggplot=T)

aumath-advancedr2019/ACM_2019 documentation built on Nov. 26, 2019, 2:07 a.m.