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copBasic (version 2.2.7)

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

Description

Compute and plot level curves or level sets of a copula for V with respect to U (Nelsen, 2006, pp. 12--13). The level curves at levels t[0+Δt,1Δt,Δt] are defined for U[0+Δu,1Δu,Δu] by tC(u=U,v), and solving for v. Plotting is provided by this function because level curves are such an important visual attribute of a copula and highly useful for pedagogic purposes. The above equation is implemented by the inverse of a copula using COPinv.

Usage

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

Value

Typically no values are returned because this function is used for its side effects, but the arguments can be such that the {u,v} for C(u,v)=t are returned within an R

list.

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 in R to draw the lines;

plotMW

A logical to toggle to use the abline() function in R to plot cross lines for the M (M) and W (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 Δu. The default is 1 part in 1,000, which should often provide enough smoothness for many copulas in practice;

delt

The increment Δt for the level curves to plot, defaults to 10-percent intervals. If delt=0.5, then only the median plus the consequences of a defined getlevel is used. If NULL, then a sequence of t values is not made and only getlevel is used (if available);

getlevel

If defined, then it is inserted into the sequence of levels t and that level t = getlevel is returned in an R list data structure. If more than one level is desired, then instead of repeated calls to this function, the joint.curvesCOP function could be considered;

silent

The argument of the same name given over to try() wrapping the try() operation on forming sequences of t for the curves (see sources); and

...

Additional arguments to pass to the lines() function in R.

Author

W.H. Asquith

References

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

See Also

COPinv, level.curvesCOP2, level.setCOP, joint.curvesCOP