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VineCopula (version 2.4.4)

contour.RVineMatrix: Plotting RVineMatrix objects.

Description

There are two plotting generics for RVineMatrix objects. plot.RVineMatrix plots one or all trees of a given R-vine copula model. Edges can be labeled with information about the corresponding pair-copula. contour.RVineMatrix produces a matrix of contour plots (using plot.BiCop()).

Usage

# S3 method for RVineMatrix
contour(x, tree = "ALL", xylim = NULL, cex.nums = 1, data = NULL, ...)

# S3 method for RVineMatrix plot( x, tree = "ALL", type = 0, edge.labels = NULL, legend.pos = "bottomleft", interactive = FALSE, ... )

Arguments

x

RVineMatrix object.

tree

"ALL" or integer vector; specifies which trees are plotted.

xylim

numeric vector of length 2; sets xlim and ylim for the contours

cex.nums

numeric; expansion factor for font of the numbers.

data

a data matrix for creating kernel density contours of each pair.

...

Arguments passed to network::plot.network() or plot.BiCop() respectively.

type

integer; specifies how to make use of variable names:
0 = variable names are ignored,
1 = variable names are used to annotate vertices,
2 = uses numbers in plot and adds a legend for variable names.

edge.labels

character; either a vector of edge labels or one of the following:
"family" = pair-copula family abbreviation (see BiCopName()),
"par" = pair-copula parameters,
"tau" = pair-copula Kendall's tau (by conversion of parameters)
"family-par" = pair-copula family and parameters
"family-tau" = pair-copula family and Kendall's tau.

legend.pos

the x argument for graphics::legend().

interactive

logical; if TRUE, the user is asked to adjust the positioning of vertices with his mouse.

Author

Thomas Nagler, Nicole Barthel

Details

If you want the contour boxes to be perfect squares, the plot height should be 1.25/length(tree)*(d - min(tree)) times the plot width.

See Also

RVineMatrix(), network::plot.network(), plot.BiCop(), BiCopName(), graphics::legend()

Examples

Run this code

## build vine model
strucmat <- matrix(c(3,   1, 2, 0, 2, 1, 0, 0, 1), 3, 3)
fammat   <- matrix(c(0,   1, 6, 0, 0, 3, 0, 0, 0), 3, 3)
parmat   <- matrix(c(0, 0.3, 3, 0, 0, 1, 0, 0, 0), 3, 3)
par2mat  <- matrix(c(0,   0, 0, 0, 0, 0, 0, 0, 0), 3, 3)
RVM  <- RVineMatrix(strucmat, fammat, parmat, par2mat)

# plot trees
if (FALSE) plot(RVM)

# show contour plots
contour(RVM)

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