pairs_copula_data

This function provides pair plots for copula data. It shows
bivariate contour plots on the lower panel, scatter plots and
correlations on the upper panel and histograms on the diagonal panel.

Provides an interface to 'vinecopulib', a C++ library for vine
copula modeling. The 'rvinecopulib' package implements the core features of the
popular 'VineCopula' package, in particular inference algorithms for both vine
copula and bivariate copula models. Advantages over 'VineCopula' are a sleeker
and more modern API, improved performances, especially in high dimensions,
nonparametric and multi-parameter families, and the ability to model discrete
variables. The 'rvinecopulib' package includes 'vinecopulib' as header-only
C++ library (currently version 0.7.2). Thus users do not need to install
'vinecopulib' itself in order to use 'rvinecopulib'. Since their initial
releases, 'vinecopulib' is licensed under the MIT License, and 'rvinecopulib'
is licensed under the GNU GPL version 3.

Thomas Nagler

rvinecopulib

High Performance Algorithms for Vine Copula Modeling

Thibault Vatter

pairs_copula_data function

<dl><dt>data</dt>
<dd>the data (must lie in the unit hypercube).</dd>
<dt>main</dt>
<dd>an overall title for the plot.</dd>
<dt>...</dt>
<dd>other parameters passed to <code><a href="/link/pairs.default()?package=rvinecopulib&version=0.7.2.1.0" data-mini-rdoc="rvinecopulib::pairs.default()">pairs.default()</a></code>,
<code>contour.bicop()</code>, <code><a href="/link/points.default()?package=rvinecopulib&version=0.7.2.1.0" data-mini-rdoc="rvinecopulib::points.default()">points.default()</a></code>, <code><a href="/link/hist.default()?package=rvinecopulib&version=0.7.2.1.0" data-mini-rdoc="rvinecopulib::hist.default()">hist.default()</a></code>, or <code>bicop()</code>.</dd></dl>

Arguments

Exploratory pairs plot for copula data — pairs_copula_data

<dl>

<dt>data</dt>
<dd>the data (must lie in the unit hypercube).</dd>


<dt>main</dt>
<dd>an overall title for the plot.</dd>


<dt>...</dt>
<dd>other parameters passed to <code><a href='https://rdrr.io/r/graphics/pairs.html'>pairs.default()</a></code>,
<code>contour.bicop()</code>, <code><a href='https://rdrr.io/r/graphics/points.html'>points.default()</a></code>, <code><a href='https://rdrr.io/r/graphics/hist.html'>hist.default()</a></code>, or <code>bicop()</code>.</dd>

</dl>

pairs_copula_data: Exploratory pairs plot for copula data

Description

Usage

Arguments

Examples