zetaPlot

Inference methods for factor copula models for continuous data in Krupskii and Joe (2013) <doi:10.1016/j.jmva.2013.05.001>, Krupskii and Joe (2015) <doi:10.1016/j.jmva.2014.11.002>, Fan and Joe (2024) <doi:10.1016/j.jmva.2023.105263>, one factor truncated vine models in Joe (2018) <doi:10.1002/cjs.11481>, and Gaussian oblique factor models. Functions for computing tail-weighted dependence measures in Lee, Joe and Krupskii (2018) <doi:10.1080/10485252.2017.1407414> and estimating tail dependence parameter.

Pavel Krupskii

FactorCopulaModel

Factor Copula Models

Harry Joe

Xinyao Fan

Allan Macleod

Robert Gentleman

Ross Ihaka

zetaPlot function

<dl><dt>dat</dt>
<dd>nx2 data matrix with values (u-data in (0,1))</dd><dt>alpha</dt>
<dd>vector of alpha&gt;0 for zeta measure</dd><dt>ylim</dt>
<dd>limits for yaxis to pass to plot</dd><dt>inverse</dt>
<dd>if TRUE, plot zeta against 1/alpha</dd></dl>

Arguments

Plot zeta(alpha) against alpha — zetaPlot

<dl>

<dt>dat</dt>
<dd>nx2 data matrix with values (u-data in (0,1))</dd>

<dt>alpha</dt>
<dd>vector of alpha&gt;0 for zeta measure</dd>

<dt>ylim</dt>
<dd>limits for yaxis to pass to plot</dd>

<dt>inverse</dt>
<dd>if TRUE, plot zeta against 1/alpha</dd>

</dl>

Plot zeta(alpha) against alpha

zetaPlot: Plot zeta(alpha) against alpha

Description

Usage

Value

Arguments