
data.frame
. This operation is very similiar to the plotting capabilities in level.curvesCOP2
for level curves (Nelsen, 2006, pp. 12--13) but implemented in the function joint.curvesCOP2
for alternative utility.For the case of a joint or probability, the dual of a copula (function) or $\tilde{\mathbf{C}}(u,v)$ from a copula (Nelsen, 2006, pp. 33--34) is used and symbolically the solution is:
data.frame
.
joint.curvesCOP2(cop=NULL, para=NULL, type=c("and", "or"),
probs=c(0.5, 0.8, 0.90, 0.96, 0.98, 0.99, 0.995, 0.998),
zero2small=TRUE, small=1E-6, divisor=100, delv=0.001, ...)
small
value and precise unity values for probability are converted to the value 1 - small
; this logical is useful if transformation from probabilzero2small
;duCOP
function of list
is returned with elements each of the given probs
.diagCOPatf
, duCOP
, jointCOP
, joint.curvesCOP
, level.curvesCOP2
JC.vwrtu <- joint.curvesCOP( cop=PSP, prob=0.98)$"0.98"
JC.uwrtv <- joint.curvesCOP2(cop=PSP, prob=0.98)$"0.98"
plot(qnorm(JC.vwrtu$U), qnorm(JC.vwrtu$V), type="l", lwd=6, col=8,
xlab="STANDARD NORMAL VARIATE IN U", xlim=c(2,5), ylim=c(2,5),
ylab="STANDARD NORMAL VARIATE IN V")
lines(qnorm(JC.uwrtv$U), qnorm(JC.uwrtv$V), col=2, lwd=2)
mtext("98th Joint Percentile Level Curve for PSP Copula")
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