copBasic (version 1.5.1)

level.curvesCOP: Compute and Plot Level Curves of a Copula V with respect to U

Description

Compute and plot level curves of a copula for $V$ with respect to $U$. The level curves at $t$ are defined for $U \in [0,1]$ by $$t = \mathbf{C}(u=U,v)\mbox{,}$$ and solving for $v$.

Usage

level.curvesCOP(cop=NULL, para=NULL, ploton=TRUE, lines=TRUE,
                plotMW=FALSE, ramp=TRUE, delu=0.001, delt=0.10,
                getlevel=NULL, ...)

Arguments

cop

A copula function;

para

Vector of parameters or other data structure, if needed, to pass to the copula;

ploton

A logical to toggle on the plot;

lines

A logical to toggle calls to the lines function to draw the lines;

plotMW

A logical to toggle to use abline to plot cross lines for the M and W copulas;

ramp

A logical to toggle whether the level curves are ramped in thickness according to the probability of the line;

delu

The increment for $U \in [0,1]$;

delt

The increment of the level curves to plot, defaults to 10-percent intervals;

getlevel

If defined and level exists upon stepping through using delt, then the level curve at the getlevel is returned in a list data structure; and

...

Additional arguments to pass to the lines function.

Value

• No values are returned. This function is used for its side effects.

References

Nelson, R.B., 2006, An introduction to copulas: New York, Springer, 269 p.

See Also

COP, COPinv, level.curvesCOP

Examples

level.curvesCOP(cop=M, para=NULL, delt=.02) # Upper bounds copula


D <- level.curvesCOP(cop=P, getlevel=0.56)
str(D) # empty
D <- level.curvesCOP(cop=P, getlevel=0.5)
str(D) # contains stuff