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plot.kdecopula

Plotting kdecopula objects

Description

Produces perspective or contour plots for a kdecopula object.

Usage

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

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

Arguments

x

kdecopula object.
type

plot type; either "contour" or "surface" (partial matching is activated) for a contour or perspective/surface plot respectively.
margins

"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; 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

References

Nagler, T. (2018) kdecopula: An R Package for the Kernel Estimation of Bivariate Copula Densities. Journal of Statistical Software 84(7), 1-22

See Also

Examples

## load data and transform with empirical cdf
data(wdbc)
udat <- apply(wdbc[, -1], 2, function(x) rank(x)/(length(x)+1))

## estimation of copula density of variables 5 and 6
obj <- kdecop(udat[, 5:6])

## 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
kdecopula

Kernel Smoothing for Bivariate Copula Densities

v0.9.2
GPL-3
Authors
Thomas Nagler [aut, cre], Kuangyu Wen [ctb]
Initial release

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