VineCopula: plot.BiCop – R documentation

Become an expert in R — Interactive courses, Cheat Sheets, certificates and more!

plot.BiCop

Plotting tools for BiCop objects

Description

There are several options for plotting BiCop objects. The density of a bivariate copula density can be visualized as surface/perspective or contour plot. Optionally, the density can be coupled with standard normal margins (default for contour plots). Furthermore, a lambda-plot is available (cf., BiCopLambda()).

Usage

## S3 method for class 'BiCop'
plot(x, type = "surface", margins, size, ...)

## S3 method for class 'BiCop'
contour(x, margins = "norm", size = 100L, ...)

Arguments

`x`	`BiCop object.`
`type`	plot type; either `"surface"`, `"contour"`, or `"lambda"` (partial matching is activated); the latter is only implemented for a few families (c.f., `BiCopLambda()`).
`margins`	only relevant for types `"contour"` and `"surface"`; options are: `"unif"` for the original copula density, `"norm"` for the transformed density with standard normal margins, `"exp"` with standard exponential margins, and `"flexp"` with flipped exponential margins. Default is `"norm"` for `type = "contour"`, and `"unif"` for `type = "surface"`.
`size`	integer; only relevant for types `"contour"` and `"surface"`; the plot is based on values on a size x size grid; default is 100 for `type = "contour"`, and 25 for `type = "surface"`.
`...`	optional arguments passed to `contour()` or `wireframe()`.

Author(s)

Thomas Nagler

Examples

## construct BiCop object for a Tawn copula
obj <- BiCop(family = 104, par = 2.5, par2 = 0.4)

## plots
plot(obj)  # surface plot of copula density
contour(obj)  # contour plot with standard normal margins
contour(obj, margins = "unif")  # contour plot of copula density

VineCopula

Statistical Inference of Vine Copulas

v2.4.1

GPL (>= 2)

Authors

Thomas Nagler [aut, cre], Ulf Schepsmeier [aut], Jakob Stoeber [aut], Eike Christian Brechmann [aut], Benedikt Graeler [aut], Tobias Erhardt [aut], Carlos Almeida [ctb], Aleksey Min [ctb, ths], Claudia Czado [ctb, ths], Mathias Hofmann [ctb], Matthias Killiches [ctb], Harry Joe [ctb], Thibault Vatter [ctb]

Initial release