VineCopula: plot.RVineMatrix – R documentation

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plot.RVineMatrix

Plotting RVineMatrix objects.

Description

There are two plotting generics for RVineMatrix objects. plot.RVineMatrix plots one or all trees of a given R-vine copula model. Edges can be labeled with information about the corresponding pair-copula. contour.RVineMatrix produces a matrix of contour plots (using plot.BiCop()).

Usage

## S3 method for class 'RVineMatrix'
contour(x, tree = "ALL", xylim = NULL, cex.nums = 1, data = NULL, ...)

## S3 method for class 'RVineMatrix'
plot(
  x,
  tree = "ALL",
  type = 0,
  edge.labels = NULL,
  legend.pos = "bottomleft",
  interactive = FALSE,
  ...
)

Arguments

`x`	`RVineMatrix` object.
`tree`	`"ALL"` or integer vector; specifies which trees are plotted.
`xylim`	numeric vector of length 2; sets `xlim` and `ylim` for the contours
`cex.nums`	numeric; expansion factor for font of the numbers.
`data`	a data matrix for creating kernel density contours of each pair.
`...`	Arguments passed to `network::plot.network()` or `plot.BiCop()` respectively.
`type`	integer; specifies how to make use of variable names: `0` = variable names are ignored, `1` = variable names are used to annotate vertices, `2` = uses numbers in plot and adds a legend for variable names.
`edge.labels`	character; either a vector of edge labels or one of the following: `"family"` = pair-copula family abbreviation (see `BiCopName()`), `"par"` = pair-copula parameters, `"tau"` = pair-copula Kendall's tau (by conversion of parameters) `"family-par"` = pair-copula family and parameters `"family-tau"` = pair-copula family and Kendall's tau.
`legend.pos`	the `x` argument for `graphics::legend()`.
`interactive`	logical; if TRUE, the user is asked to adjust the positioning of vertices with his mouse.

Details

If you want the contour boxes to be perfect squares, the plot height should be 1.25/length(tree)*(d - min(tree)) times the plot width.

Author(s)

Thomas Nagler, Nicole Barthel

Examples

## build vine model
strucmat <- matrix(c(3,   1, 2, 0, 2, 1, 0, 0, 1), 3, 3)
fammat   <- matrix(c(0,   1, 6, 0, 0, 3, 0, 0, 0), 3, 3)
parmat   <- matrix(c(0, 0.3, 3, 0, 0, 1, 0, 0, 0), 3, 3)
par2mat  <- matrix(c(0,   0, 0, 0, 0, 0, 0, 0, 0), 3, 3)
RVM  <- RVineMatrix(strucmat, fammat, parmat, par2mat)

# plot trees
## Not run: plot(RVM)

# show contour plots
contour(RVM)

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