satdad (version 1.1)

plotClevEmp: Empirical Cleveland's Dot Plots of the tail dependence structure.

Description

Global comparison of the empirical tail superset importance coefficients (tsicEmp) via a Cleveland's Dot Plot.

Usage

plotClevEmp(sample, k, ind = "all", which = "tsic", labels = TRUE)

Value

Draws a Cleveland dot plot of the normalized empirical tsic when superset = TRUE, the default value.

Otherwise empirical normalized ec are drawn.

Arguments

sample

A (n times d) matrix.

k

An integer smaller or equal to n.

ind

A character string among "with.singletons" and "all" (without singletons), or an integer in \(\{2,...,d\}\) or a list of subsets from \(\{1,...,d\}\). The default is ind = "all".

which

A character string among "tsic" (empirical normalized tsic plot), and "ec" (empirical normalized ec plot).

labels

A boolean. `TRUE` the default indicates that the names of the subsets are printed. `FALSE` if only points are drawn.

Author

Cécile Mercadier ([e-mail])

See Also

plotClev

Examples

## Fix a 5-dimensional asymmetric tail dependence structure
(ds5 <- gen.ds(d = 5))

## Generate a 1000-sample of Mevlog random vectors associated with ds5
sample5 <- rMevlog(n = 1000, ds = ds5)

## Plot the empirical Cleveland dot plot (restricted to pairs)
plotClevEmp(sample5,  k = 100,  ind = 2)