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penDvine (version 0.1)

plot.paircopula: Flexible Pair-Copula Estimation in D-vines with Penalized Splines

Description

Plotting a paircopula of class 'paircopula'.

Usage

## S3 method for class 'paircopula':
plot(x,val=NULL,marg=TRUE,plot=TRUE,int=FALSE,main.txt=NULL,
                    sub.txt=NULL,contour=FALSE,cuts=20,cex=1,cex.axes=1,
                    xlab=NULL,ylab=NULL,zlab=NULL,...)

Arguments

x
object of class 'paircopula', result of function 'paircopula'.
val
Default val = NULL, one can calculate the estimated density/distribution for bivariate vector, e.g. val=c(0.5,1).
marg
Default = TRUE, plotting the marginal densities.
plot
Default = TRUE, if 'FALSE' no plot is shown, e.g. for calculations with val != NULL.
int
Default = FALSE, if TRUE, the integral, i.e. the distribution of the copula density is plotted.
main.txt
Default = NULL shows 'K' and the value of lambda.
sub.txt
Default = NULL shows the log-likelihood, the penalized log-likelihood and the cAIC-value of the estimation.
contour
If TRUE, a contour plot is shown. Default = FALSE.
cuts
Number of cuts for the contour plots, if contour=TRUE.
cex
Default = 1, determing the size of the main of the plot.
cex.axes
Default = 1, determing the size of the labels at the axes.
xlab
Default = NULL and no text is printed at the xlab
ylab
Default = NULL and no text is printed at the ylab
zlab
Default = NULL and 'density' is printed at the zlab for int=FALSE and 'distribution' for int=TRUE.
...
further arguments

Value

  • If 'val' is not NULL, the function returns a matrix with the calculated density or distribution values for the set 'val'.

References

Flexible Pair-Copula Estimation in D-vines with Penalized Splines, Kauermann G. and Schellhase C. (2012), to appear.