VineCopula (version 2.2.0)

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

See Also

RVineMatrix, plot.network, plot.BiCop, BiCopName, legend

Examples

# NOT RUN {
## 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)
# }
# NOT RUN {
# show contour plots
contour(RVM)

# }