ExtremalDep (version 0.0.4-5)

angular.plot: Angular density plot.

Description

This function displays the angular density for bivariate and trivariate extreme values models.

Usage

angular.plot(model, par, log, contour, labels, cex.lab, cex.cont, ...)

Arguments

model

A string with the name of the model considered. Takes value "PB" (Pairwise Beta), "HR" (Husler-Reiss), "ET" (Extremal-t), "EST" (Extremal Skew-t), TD (Tilted Dirichlet) or AL (Asymmetric Logistic).

par

A vector representing the parameters of the model.

log

A logical value specifying if the log density is computed (default is TRUE).

contour

A logical value; if TRUE the contour levels are displayed. Required for trivariate models only.

labels

A vector of character strings indicating the labels. Must be of length \(1\) for bivariate models and \(3\) for trivariate models.

cex.lab

A positive real indicating the size of the labels.

cex.cont

A positive real indicating the size of the contour labels.

...

Additional graphical arguments for the hist() function when style="hist".

Author

Simone Padoan, , https://faculty.unibocconi.it/simonepadoan/; Boris Beranger, https://www.borisberanger.com;

Details

The angular density is computed using the function dExtDep with arguments method="Parametric" and angular=TRUE.

When contours are displayed, levels are chosen to be the deciles.

See Also

dExtDep

Examples

angular.plot(model="HR", par=0.6)
if (FALSE) {
angular.plot(model="ET", par=c(0.6, 0.2, 0.5, 2))
}