qua.regressCOP.draw: Draw Quantile Regressions using a Copula by Numerical...

In wasquith/copBasic: General Bivariate Copula Theory and Many Utility Functions

Draw Quantile Regressions using a Copula by Numerical Derivative Method for V with respect to U or U with respect to V

Description

Draw a suite of lines for specified nonexceedance probabilities representing the quantile regression (Nelsen, 2006, pp. 217–218) of either V with respect to U or U with respect to V depending upon an argument setting.

Usage

qua.regressCOP.draw(f=seq(0.1, 0.9, by=0.1), fs=0.5, cop=NULL, para=NULL,
                    ploton=TRUE, wrtV=FALSE, col=c(4,2), lwd=c(1,2), lty=1,...)

Arguments

f	Nonexceedance probability F to perform quantile regression at and defaults to a 10-percent-interval sequence. This vectorization of f for this function differs from that in qua.regressCOP and qua.regressCOP2;
fs	A special value of nonexceedance probability to draw with second values to arguments col and lwd and defaults to the median (F = 1/2);
cop	A copula function;
para	Vector of parameters or other data structure, if needed, to pass to the copula;
ploton	A logical to toggle on the plot;
wrtV	If wrtV=FALSE call qua.regressCOP and perform quantile regression of V with respect to U and if wrtV=TRUE call qua.regressCOP2 and perform regression of U with respect to V;
col	A vector of two values for the color of the line to draw, where the first value is used for the f probabilities and the second value is used for the fs probability;
lwd	A vector of two values for the line width of the line to draw, where the first value is used for the f probabilities and the second value is used for the fs probability;
lty	The line type to draw; and
...	Additional arguments to pass.

Value

No values are returned, this function is used for its side effects.

Author(s)

W.H. Asquith

References

Nelsen, R.B., 2006, An introduction to copulas: New York, Springer, 269 p.

See Also

qua.regressCOP, qua.regressCOP2

Examples

# See example in qua.regressCOP documentation

wasquith/copBasic documentation built on March 10, 2024, 11:24 a.m.