qua.regressCOP.draw: Draw Quantile Regressions using a Copula by Numerical Derivative Method for V with respect to U or U with respect to V

Description

Draw a suite of lines for specified nonexceedance probabilities representing the quantile regression (Nelsen, 2006, pp. 217--218) of either $V$ with respect to $U$ or $U$ with respect to $V$ depending upon an argument setting.

Usage

qua.regressCOP.draw(f=seq(0.1, 0.9, by=0.1), fs=0.5, cop=NULL, para=NULL,
                    ploton=TRUE, swap=FALSE, col=c(4,2), lwd=c(1,2), lty=1, ...)

Arguments

Nonexceedance probability $F$ to perform quantile regression at and defaults to 10th-percent interval sequence. This vectorization of f for this function differs from that in qua.regressCOP

A special value of nonexceedance probability to draw with second values to arguments col and lwd and defaults to the median ($F = 1/2$);

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;

swap

If swap=FALSE call qua.regressCOP and perform quantile regression of $V$ with respect to $U$ and if swap=TRUE call qua.regressC

col

A vector of two values for the color of the line to draw, where the first value is used for the f probabilities and the second value is used for the fs probability;

lwd

A vector of two values for the line width of the line to draw, where the first value is used for the f probabilities and the second value is used for the fs probability;

lty

The line type to draw; and

...

Additional arguments to pass.

Value

No values are returned, this function is used for its side effects.

References

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

Examples

Run this code

# See example in qua.regressCOP documentation