copBasic (version 2.0.1)

gridCOP: Compute a Copula on a Grid

Description

Compute a grid of copula values. This function has the primary intention of supporting 3-D renderings or 2-D images of the copulatic surface. Users should be aware of the convention of the placement of the plotting origin and the various plotting mechanisms available to them in R. By convention copulatic surfaces start in lower left corner for $u = v = 0$ but matrix conventions (or at least how some functions plot matrices) start with the origin in the upper left.

Usage

gridCOP(cop=NULL, para=NULL, delta=0.05, transpose=TRUE, ...)

Arguments

cop

A copula function;

para

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

delta

The $\Delta u = \Delta v$ of the grid edges;

transpose

A logical to transpose the returned grid. This is needed if functions such as image() in Rare to be used for visualization (see last example in Examples with composite2COP); and

...

Additional arguments to pass.

Value

• The values for $\mathbf{C}(u,v)$ are returned as a grid as an Rmatrix.

See Also

EMPIRcopdf

Examples

the.grid <- gridCOP(cop=PSP)
the.grid[1,1] <- 0 # replace the NaN
image(the.grid) # ramps to the upper right

# See this composite copula also used in densityCOPplot() documentation.
para <- list(alpha=0.15, beta=0.90, kappa=0.06, gamma=0.96,
             cop1=GHcop, cop2=PLACKETTcop, para1=5.5, para2=0.07)
GR <- gridCOP(cop=composite2COP, para=para, delta=0.005)
image(GR, col=terrain.colors(20)) # asymmetric, high curvature in top half